+42.6%
XLP vs LHX
+36.0%
+6.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +2.3% | -0.6% | +3.0% | +2.3% |
| 30D | +9.1% | +16.5% | -7.3% | +6.1% |
| 3M | +7.9% | -4.3% | +12.2% | +8.4% |
| 6M | +9.6% | -7.1% | +16.7% | +10.5% |
| YTD | +19.4% | -4.8% | +24.3% | +19.3% |
| 1Y | +22.4% | -5.5% | +27.9% | +22.3% |
| 3Y | +43.2% | +60.5% | -17.3% | +27.3% |
| 5Y | +42.6% | +36.4% | +6.1% | +34.6% |
| All | +42.6% | +36.0% | +6.5% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling