-9.1%
T vs LHX
-4.7%
-4.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -2.0% |
| 7D | -1.3% | -2.4% | +1.2% | -1.3% |
| 30D | +11.4% | -10.4% | +21.7% | +11.1% |
| 3M | +14.3% | -16.9% | +31.2% | +13.4% |
| 6M | -9.3% | -29.9% | +20.7% | -12.6% |
| YTD | +7.1% | -12.0% | +19.1% | +5.1% |
| 1Y | -9.1% | -4.5% | -4.6% | -12.8% |
| All | -9.1% | -4.7% | -4.4% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling