+91.7%
USB vs LHX
+226.4%
-134.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | 0.0% | -6.4% | +6.4% | +2.7% |
| 30D | +5.8% | +11.2% | -5.4% | +0.6% |
| 3M | -6.0% | -9.8% | +3.8% | -2.0% |
| 6M | +7.8% | -13.2% | +21.0% | +13.4% |
| YTD | +14.6% | -10.4% | +25.0% | +17.6% |
| 1Y | +31.8% | -7.3% | +39.1% | +32.8% |
| 3Y | +91.5% | +51.5% | +40.1% | +49.9% |
| 5Y | +22.0% | +28.2% | -6.2% | 0.0% |
| All | +91.7% | +226.4% | -134.6% | +7.1% |
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 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