+54.0%
UNP vs LHX
+16.3%
+37.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.2% |
| 7D | -1.8% | -4.3% | +2.5% | -0.8% |
| 30D | -2.7% | -15.1% | +12.4% | +1.1% |
| 3M | +6.5% | -21.0% | +27.5% | +12.3% |
| 6M | +14.4% | -32.0% | +46.4% | +25.2% |
| YTD | +24.8% | -15.3% | +40.1% | +28.3% |
| 1Y | +34.4% | -11.1% | +45.5% | +36.1% |
| 3Y | +43.6% | +54.0% | -10.4% | +24.4% |
| All | +54.0% | +16.3% | +37.7% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling