+262.2%
UMC vs LHX
+54.0%
+208.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.3% |
| 7D | +9.0% | -4.3% | +13.3% | +8.7% |
| 30D | +17.2% | -15.1% | +32.4% | +16.0% |
| 3M | +11.4% | -21.0% | +32.4% | +10.4% |
| 6M | +137.5% | -32.0% | +169.5% | +139.1% |
| YTD | +193.1% | -15.3% | +208.4% | +188.9% |
| 1Y | +240.3% | -11.1% | +251.4% | +233.4% |
| 3Y | +262.2% | +54.0% | +208.2% | +234.8% |
| All | +262.2% | +54.0% | +208.2% | +234.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling