+2,874.5%
V vs LHX
+746.5%
+2,128.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -1.1% | -2.5% | +1.4% | 0.0% |
| 30D | +1.9% | -10.4% | +12.2% | +6.5% |
| 3M | +15.5% | -14.9% | +30.5% | +22.7% |
| 6M | +16.6% | -29.6% | +46.2% | +33.8% |
| YTD | +5.7% | -11.8% | +17.6% | +9.4% |
| 1Y | +8.6% | -5.1% | +13.6% | +8.3% |
| 3Y | +52.5% | +61.3% | -8.8% | +18.2% |
| 5Y | +67.1% | +22.4% | +44.7% | +42.1% |
| 10Y | +376.8% | +232.2% | +144.6% | +143.8% |
| All | +2,874.5% | +746.5% | +2,128.0% | +868.3% |
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