+32.0%
XLP vs LHX
+23.0%
+9.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | -2.5% | +1.1% | -1.0% |
| 30D | -1.3% | -10.4% | +9.1% | +0.5% |
| 3M | +1.8% | -14.9% | +16.8% | +4.4% |
| 6M | -0.8% | -29.6% | +28.8% | +5.0% |
| YTD | +9.5% | -11.8% | +21.3% | +11.1% |
| 1Y | +7.2% | -5.1% | +12.3% | +6.9% |
| 3Y | +27.1% | +61.3% | -34.2% | +13.2% |
| 5Y | +32.0% | +22.4% | +9.7% | +22.9% |
| All | +32.0% | +23.0% | +9.0% | +22.9% |
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