+802.1%
XLB vs LHX
+2,700.5%
-1,898.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | -2.9% | -3.7% | +0.8% | -1.7% |
| 30D | -3.4% | -13.2% | +9.8% | +1.2% |
| 3M | +1.6% | -18.4% | +20.0% | +8.2% |
| 6M | +3.6% | -32.0% | +35.6% | +17.1% |
| YTD | +14.2% | -13.6% | +27.9% | +18.7% |
| 1Y | +15.6% | -6.0% | +21.6% | +16.3% |
| 3Y | +33.1% | +57.9% | -24.8% | +10.8% |
| 5Y | +35.0% | +19.2% | +15.8% | +21.6% |
| 10Y | +164.5% | +232.3% | -67.7% | +64.7% |
| All | +802.1% | +2,700.5% | -1,898.4% | +222.3% |
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