+45.6%
XEL vs LHX
+54.0%
-8.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.4% |
| 7D | -0.3% | -4.3% | +4.0% | +0.6% |
| 30D | -3.9% | -15.1% | +11.2% | -0.6% |
| 3M | -2.8% | -21.0% | +18.2% | +1.8% |
| 6M | -5.4% | -32.0% | +26.6% | +2.5% |
| YTD | +3.8% | -15.3% | +19.1% | +6.2% |
| 1Y | +6.8% | -11.1% | +17.9% | +7.7% |
| 3Y | +45.6% | +54.0% | -8.4% | +26.8% |
| All | +45.6% | +54.0% | -8.4% | +26.8% |
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