+69.6%
V vs LHX
+17.8%
+51.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.0% | -4.8% | +1.8% | -2.1% |
| 30D | +1.2% | -12.7% | +14.0% | +4.0% |
| 3M | +13.9% | -17.6% | +31.5% | +18.1% |
| 6M | +17.2% | -30.7% | +48.0% | +25.9% |
| YTD | +5.3% | -14.3% | +19.7% | +7.5% |
| 1Y | +9.5% | -8.4% | +17.9% | +9.9% |
| 3Y | +51.9% | +56.7% | -4.7% | +33.8% |
| 5Y | +69.6% | +18.5% | +51.1% | +54.2% |
| All | +69.6% | +17.8% | +51.7% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling