+136.8%
XLP vs LHX
+226.3%
-89.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.5% | +6.5% | -7.0% | -2.1% |
| 30D | +8.3% | +16.1% | -7.8% | +4.2% |
| 3M | +8.7% | -2.8% | +11.5% | +9.2% |
| 6M | +11.2% | -7.7% | +18.9% | +12.7% |
| YTD | +20.0% | -4.6% | +24.6% | +19.9% |
| 1Y | +21.3% | -6.8% | +28.1% | +21.9% |
| 3Y | +43.8% | +60.8% | -17.0% | +22.9% |
| 5Y | +43.3% | +39.5% | +3.8% | +25.1% |
| 10Y | +136.8% | +222.4% | -85.7% | +71.7% |
| All | +136.8% | +226.3% | -89.6% | +71.7% |
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