+98.3%
USB vs LHX
+53.5%
+44.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.3% |
| 7D | +1.4% | -2.0% | +3.4% | +2.0% |
| 30D | -1.3% | -9.9% | +8.6% | +1.8% |
| 3M | +15.2% | -16.5% | +31.7% | +21.2% |
| 6M | +18.8% | -29.6% | +48.4% | +32.1% |
| YTD | +21.0% | -11.6% | +32.6% | +23.2% |
| 1Y | +34.0% | -4.1% | +38.1% | +31.8% |
| All | +98.3% | +53.5% | +44.7% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling