+788.5%
XLK vs LHX
+227.8%
+560.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.7% |
| 7D | +0.2% | -4.3% | +4.5% | +1.5% |
| 30D | -0.6% | -15.1% | +14.5% | +4.2% |
| 3M | +2.6% | -21.0% | +23.5% | +9.2% |
| 6M | +34.0% | -32.0% | +66.0% | +49.4% |
| YTD | +30.7% | -15.3% | +46.0% | +34.9% |
| 1Y | +39.2% | -11.1% | +50.3% | +41.0% |
| 3Y | +120.4% | +54.0% | +66.4% | +80.8% |
| 5Y | +148.8% | +17.1% | +131.7% | +120.2% |
| All | +788.5% | +227.8% | +560.7% | +471.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling