+70.3%
XLI vs LHX
+54.0%
+16.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -1.7% | -4.3% | +2.6% | -0.4% |
| 30D | -7.3% | -15.1% | +7.9% | -2.8% |
| 3M | -1.3% | -21.0% | +19.6% | +5.4% |
| 6M | +2.2% | -32.0% | +34.2% | +14.7% |
| YTD | +11.7% | -15.3% | +27.0% | +16.0% |
| 1Y | +14.3% | -11.1% | +25.3% | +16.4% |
| 3Y | +70.3% | +54.0% | +16.3% | +47.5% |
| All | +70.3% | +54.0% | +16.3% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling