+17.2%
XLI vs LHX
-4.7%
+21.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.9% |
| 7D | -1.1% | -2.4% | +1.4% | -0.5% |
| 30D | -5.9% | -10.4% | +4.4% | -3.6% |
| 3M | -0.3% | -16.9% | +16.6% | +4.1% |
| 6M | +0.1% | -29.9% | +30.1% | +10.2% |
| YTD | +13.6% | -12.0% | +25.6% | +15.6% |
| 1Y | +17.2% | -4.5% | +21.7% | +16.6% |
| All | +17.2% | -4.7% | +21.9% | +16.6% |
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 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