+34.0%
XLK vs LHX
-31.0%
+65.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.1% |
| 7D | +0.2% | -4.3% | +4.5% | -0.5% |
| 30D | -0.6% | -15.1% | +14.5% | -3.3% |
| 3M | +2.6% | -21.0% | +23.5% | -0.3% |
| 6M | +34.0% | -32.0% | +66.0% | +40.2% |
| All | +34.0% | -31.0% | +65.0% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling