+53.3%
V vs LHX
+54.0%
-0.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -1.2% | -4.3% | +3.0% | -0.5% |
| 30D | +3.1% | -15.1% | +18.2% | +5.9% |
| 3M | +16.3% | -21.0% | +37.3% | +20.8% |
| 6M | +20.4% | -32.0% | +52.4% | +28.1% |
| YTD | +6.3% | -15.3% | +21.6% | +8.0% |
| 1Y | +8.7% | -11.1% | +19.8% | +9.1% |
| 3Y | +53.3% | +54.0% | -0.7% | +42.7% |
| All | +53.3% | +54.0% | -0.7% | +42.7% |
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