+105.9%
USB vs LHX
+230.9%
-125.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +2.1% | -2.5% | +4.6% | +3.2% |
| 30D | -2.3% | -10.4% | +8.1% | +2.5% |
| 3M | +13.9% | -14.9% | +28.8% | +21.3% |
| 6M | +21.6% | -29.6% | +51.2% | +41.0% |
| YTD | +19.3% | -11.8% | +31.1% | +23.8% |
| 1Y | +33.6% | -5.1% | +38.6% | +33.2% |
| 3Y | +97.7% | +61.3% | +36.4% | +50.2% |
| 5Y | +40.4% | +22.4% | +18.1% | +18.0% |
| 10Y | +105.9% | +232.2% | -126.3% | +20.3% |
| All | +105.9% | +230.9% | -125.0% | +20.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling