+32.6%
UNP vs LHX
-4.2%
+36.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -5.3% | -2.0% | -3.4% | -5.1% |
| 30D | -1.5% | -9.9% | +8.4% | -0.2% |
| 3M | +10.3% | -16.5% | +26.7% | +12.8% |
| 6M | +9.7% | -29.6% | +39.3% | +15.5% |
| YTD | +27.1% | -11.6% | +38.7% | +26.5% |
| 1Y | +32.6% | -4.1% | +36.7% | +30.7% |
| All | +32.6% | -4.2% | +36.8% | +30.7% |
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