+1,475.9%
XLK vs LHX
+2,646.0%
-1,170.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.7% |
| 7D | +0.2% | -4.3% | +4.5% | +1.8% |
| 30D | -0.6% | -15.1% | +14.5% | +5.3% |
| 3M | +2.6% | -21.0% | +23.5% | +10.6% |
| 6M | +34.0% | -32.0% | +66.0% | +52.1% |
| YTD | +30.7% | -15.3% | +46.0% | +36.2% |
| 1Y | +39.2% | -11.1% | +50.3% | +42.0% |
| 3Y | +120.4% | +54.0% | +66.4% | +79.9% |
| 5Y | +148.8% | +17.1% | +131.7% | +119.8% |
| 10Y | +803.3% | +225.8% | +577.5% | +422.2% |
| All | +1,475.9% | +2,646.0% | -1,170.2% | +306.0% |
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