+414.6%
XLF vs LHX
+2,646.0%
-2,231.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -1.5% | -4.3% | +2.8% | +0.2% |
| 30D | -1.2% | -15.1% | +14.0% | +5.1% |
| 3M | +9.2% | -21.0% | +30.1% | +18.6% |
| 6M | +16.3% | -32.0% | +48.3% | +33.5% |
| YTD | +5.4% | -15.3% | +20.8% | +10.6% |
| 1Y | +7.6% | -11.1% | +18.7% | +10.5% |
| 3Y | +74.2% | +54.0% | +20.2% | +42.6% |
| 5Y | +66.1% | +17.1% | +49.0% | +47.9% |
| 10Y | +252.8% | +225.8% | +27.0% | +108.1% |
| All | +414.6% | +2,646.0% | -2,231.4% | +70.6% |
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