+1,037.2%
XLE vs LHX
+2,760.1%
-1,722.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | 0.0% | -2.5% | +2.5% | +0.9% |
| 30D | +12.6% | -10.4% | +23.0% | +16.8% |
| 3M | +11.8% | -14.9% | +26.8% | +17.4% |
| 6M | +16.1% | -29.6% | +45.7% | +29.6% |
| YTD | +46.9% | -11.8% | +58.7% | +51.2% |
| 1Y | +53.3% | -5.1% | +58.3% | +53.2% |
| 3Y | +54.9% | +61.3% | -6.4% | +27.5% |
| 5Y | +225.7% | +22.4% | +203.3% | +191.5% |
| 10Y | +170.7% | +232.2% | -61.6% | +73.6% |
| All | +1,037.2% | +2,760.1% | -1,722.9% | +374.6% |
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