+49.9%
XLE vs LHX
-8.3%
+58.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.5% | +1.7% | -4.1% |
| 7D | -7.2% | -0.3% | -6.9% | -7.0% |
| 30D | +0.1% | +9.7% | -9.5% | -0.4% |
| 3M | +9.2% | -8.5% | +17.7% | +9.8% |
| 6M | +8.4% | -15.1% | +23.5% | +9.5% |
| YTD | +44.9% | -10.4% | +55.3% | +41.2% |
| 1Y | +49.9% | -9.3% | +59.2% | +46.2% |
| All | +49.9% | -8.3% | +58.1% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling