+139.9%
XLC vs LHX
+97.9%
+42.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -1.4% | -3.7% | +2.3% | -0.4% |
| 30D | -0.9% | -13.2% | +12.3% | +2.7% |
| 3M | -0.3% | -18.4% | +18.0% | +4.7% |
| 6M | -5.2% | -32.0% | +26.8% | +4.4% |
| YTD | -5.3% | -13.6% | +8.3% | -2.7% |
| 1Y | -2.8% | -6.0% | +3.2% | -2.8% |
| 3Y | +71.2% | +57.9% | +13.3% | +44.9% |
| 5Y | +37.6% | +19.2% | +18.4% | +24.2% |
| All | +139.9% | +97.9% | +42.0% | +84.9% |
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