+136.2%
XLP vs LHX
+215.2%
-79.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -0.2% | +5.3% | -5.5% | -1.5% |
| 30D | +8.2% | +15.8% | -7.7% | +4.0% |
| 3M | +7.7% | -6.1% | +13.8% | +9.1% |
| 6M | +9.3% | -11.4% | +20.7% | +11.9% |
| YTD | +19.5% | -6.3% | +25.7% | +19.9% |
| 1Y | +21.0% | -8.0% | +29.0% | +21.9% |
| 3Y | +43.2% | +58.1% | -14.8% | +22.9% |
| 5Y | +42.7% | +36.3% | +6.4% | +25.3% |
| All | +136.2% | +215.2% | -79.1% | +72.4% |
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