-37.8%
U vs LHX
+52.9%
-90.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +4.4% | -3.7% | +8.1% | +5.2% |
| 30D | -1.3% | -13.2% | +11.9% | +1.7% |
| 3M | +49.6% | -18.4% | +67.9% | +55.6% |
| 6M | +100.2% | -32.0% | +132.1% | +117.5% |
| YTD | -3.7% | -13.6% | +10.0% | -1.1% |
| 1Y | -6.5% | -6.0% | -0.5% | -6.3% |
| 3Y | +12.9% | +57.9% | -45.1% | -0.6% |
| 5Y | -68.3% | +19.2% | -87.5% | -72.0% |
| All | -37.8% | +52.9% | -90.7% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling