+217.9%
XLE vs LHX
+16.3%
+201.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.7% |
| 7D | +1.7% | -4.3% | +5.9% | +3.1% |
| 30D | +6.7% | -15.1% | +21.9% | +12.3% |
| 3M | +14.9% | -21.0% | +35.8% | +23.2% |
| 6M | +15.9% | -32.0% | +47.9% | +30.7% |
| YTD | +47.7% | -15.3% | +63.0% | +52.5% |
| 1Y | +50.7% | -11.1% | +61.8% | +52.0% |
| 3Y | +57.9% | +54.0% | +3.9% | +25.3% |
| All | +217.9% | +16.3% | +201.6% | +175.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling