+219.6%
UPS vs LHX
+3,929.2%
-3,709.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -3.4% | -4.8% | +1.4% | -2.2% |
| 30D | -2.7% | -12.7% | +10.0% | +0.6% |
| 3M | -1.6% | -17.6% | +16.0% | +2.9% |
| 6M | +2.3% | -30.7% | +33.1% | +11.8% |
| YTD | +5.6% | -14.3% | +19.9% | +8.8% |
| 1Y | +27.1% | -8.4% | +35.5% | +28.2% |
| 3Y | -26.3% | +56.7% | -83.0% | -36.1% |
| 5Y | -34.5% | +18.5% | -52.9% | -39.8% |
| 10Y | +37.1% | +229.6% | -192.4% | -5.1% |
| All | +219.6% | +3,929.2% | -3,709.6% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling