+106.2%
XLP vs LHX
+228.2%
-122.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -2.9% | -3.7% | +0.8% | -2.0% |
| 30D | -2.2% | -13.2% | +10.9% | +1.2% |
| 3M | -0.6% | -18.4% | +17.8% | +4.2% |
| 6M | -2.2% | -32.0% | +29.8% | +7.2% |
| YTD | +8.3% | -13.6% | +21.9% | +11.2% |
| 1Y | +5.7% | -6.0% | +11.7% | +5.8% |
| 3Y | +25.7% | +57.9% | -32.3% | +7.8% |
| 5Y | +31.3% | +19.2% | +12.1% | +19.8% |
| 10Y | +106.2% | +232.3% | -126.1% | +52.7% |
| All | +106.2% | +228.2% | -122.1% | +52.7% |
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