-35.7%
U vs LHX
+50.0%
-85.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.7% |
| 7D | +5.5% | -4.3% | +9.8% | +6.5% |
| 30D | -1.3% | -15.1% | +13.9% | +2.2% |
| 3M | +64.6% | -21.0% | +85.5% | +72.5% |
| 6M | +119.4% | -32.0% | +151.4% | +138.1% |
| YTD | -0.5% | -15.3% | +14.9% | +2.6% |
| 1Y | +1.3% | -11.1% | +12.3% | +2.9% |
| 3Y | +15.6% | +54.0% | -38.4% | +2.3% |
| 5Y | -67.5% | +17.1% | -84.6% | -71.1% |
| All | -35.7% | +50.0% | -85.6% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling