+72.4%
UBER vs LHX
+57.0%
+15.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -5.4% | -4.3% | -1.1% | -4.2% |
| 30D | -4.9% | -15.1% | +10.2% | -0.3% |
| 3M | +3.0% | -21.0% | +24.0% | +9.8% |
| 6M | -4.4% | -32.0% | +27.6% | +6.6% |
| YTD | -12.3% | -15.3% | +3.0% | -9.1% |
| 1Y | -24.3% | -11.1% | -13.3% | -22.8% |
| 3Y | +46.4% | +54.0% | -7.6% | +22.3% |
| 5Y | +79.7% | +17.1% | +62.6% | +59.0% |
| All | +72.4% | +57.0% | +15.4% | +26.9% |
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