+115.0%
UMC vs LHX
-8.3%
+123.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -4.5% |
| 7D | -14.7% | -0.3% | -14.3% | -14.4% |
| 30D | -32.9% | +9.7% | -42.5% | -29.9% |
| 3M | -22.2% | -8.5% | -13.6% | -23.3% |
| 6M | +25.9% | -15.1% | +41.0% | +22.4% |
| YTD | +107.9% | -10.4% | +118.3% | +113.7% |
| 1Y | +115.0% | -9.3% | +124.3% | +122.3% |
| All | +115.0% | -8.3% | +123.3% | +122.3% |
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 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