-16.3%
UNH vs LHX
+54.0%
-70.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.2% |
| 7D | -4.5% | -4.3% | -0.3% | -4.0% |
| 30D | -6.5% | -15.1% | +8.6% | -4.6% |
| 3M | -6.0% | -21.0% | +15.0% | -3.2% |
| 6M | +33.7% | -32.0% | +65.7% | +40.8% |
| YTD | +16.4% | -15.3% | +31.7% | +17.6% |
| 1Y | +10.1% | -11.1% | +21.1% | +10.1% |
| 3Y | -16.3% | +54.0% | -70.3% | -21.9% |
| All | -16.3% | +54.0% | -70.3% | -21.9% |
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 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