+102.1%
USB vs LHX
+57.1%
+45.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +1.2% | +5.3% | -4.1% | -0.3% |
| 30D | +6.3% | +15.8% | -9.5% | +1.4% |
| 3M | -6.1% | -6.1% | -0.1% | -4.7% |
| 6M | +13.0% | -11.4% | +24.4% | +16.4% |
| YTD | +16.6% | -6.3% | +22.8% | +16.0% |
| 1Y | +31.1% | -8.0% | +39.1% | +31.3% |
| All | +102.1% | +57.1% | +45.0% | +54.8% |
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