+1,084.6%
XLI vs LHX
+2,677.7%
-1,593.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -2.3% | -4.8% | +2.5% | -0.6% |
| 30D | -8.2% | -12.7% | +4.6% | -3.8% |
| 3M | +0.8% | -17.6% | +18.4% | +7.1% |
| 6M | +0.8% | -30.7% | +31.6% | +13.6% |
| YTD | +10.5% | -14.3% | +24.9% | +15.4% |
| 1Y | +14.1% | -8.4% | +22.5% | +16.1% |
| 3Y | +68.6% | +56.7% | +11.9% | +41.0% |
| 5Y | +80.4% | +18.5% | +61.9% | +63.5% |
| 10Y | +254.6% | +229.6% | +25.1% | +128.0% |
| All | +1,084.6% | +2,677.7% | -1,593.0% | +317.2% |
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