+1,884.6%
XEL vs LHX
+7,762.2%
-5,877.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | -0.3% | -4.3% | +4.0% | +0.5% |
| 30D | -3.9% | -15.1% | +11.2% | -1.2% |
| 3M | -2.8% | -21.0% | +18.2% | +1.0% |
| 6M | -5.4% | -32.0% | +26.6% | +0.8% |
| YTD | +3.8% | -15.3% | +19.1% | +6.2% |
| 1Y | +6.8% | -11.1% | +17.9% | +8.3% |
| 3Y | +45.6% | +54.0% | -8.4% | +33.7% |
| 5Y | +30.7% | +17.1% | +13.6% | +25.0% |
| 10Y | +151.7% | +225.8% | -74.1% | +105.4% |
| All | +1,884.6% | +7,762.2% | -5,877.6% | +1,004.4% |
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