+89.2%
USB vs LHX
+236.8%
-147.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +0.6% |
| 7D | +0.8% | -2.7% | +3.5% | +1.8% |
| 30D | +6.8% | +14.5% | -7.8% | +0.2% |
| 3M | -3.8% | -4.9% | +1.1% | -2.1% |
| 6M | +11.7% | -8.6% | +20.4% | +14.9% |
| YTD | +17.5% | -6.4% | +23.9% | +18.3% |
| 1Y | +33.8% | -5.1% | +38.8% | +33.5% |
| 3Y | +104.2% | +59.1% | +45.2% | +56.5% |
| 5Y | +26.4% | +33.4% | -7.0% | +1.9% |
| 10Y | +89.2% | +223.3% | -134.1% | +12.9% |
| All | +89.2% | +236.8% | -147.5% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling