+8,438.8%
USB vs LHX
+8,111.5%
+327.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +15.2% | -16.5% | +31.7% | +20.9% |
| 6M | +18.8% | -29.6% | +48.4% | +31.0% |
| YTD | +21.0% | -11.6% | +32.6% | +24.3% |
| 1Y | +34.0% | -4.1% | +38.1% | +34.1% |
| 3Y | +95.3% | +53.3% | +42.1% | +68.9% |
| 5Y | +40.4% | +22.3% | +18.1% | +28.1% |
| 10Y | +107.3% | +231.9% | -124.6% | +43.5% |
| All | +8,438.8% | +8,111.5% | +327.3% | +3,185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling