+508.9%
XLP vs LHX
+2,768.0%
-2,259.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -1.0% | -2.0% | +0.9% | -0.7% |
| 30D | -0.9% | -9.9% | +9.1% | +0.8% |
| 3M | +3.8% | -16.5% | +20.3% | +6.6% |
| 6M | -1.7% | -29.6% | +27.9% | +3.6% |
| YTD | +10.3% | -11.6% | +21.8% | +11.9% |
| 1Y | +7.8% | -4.1% | +11.9% | +7.8% |
| 3Y | +27.2% | +53.3% | -26.1% | +17.2% |
| 5Y | +32.5% | +22.3% | +10.3% | +25.6% |
| 10Y | +101.8% | +231.9% | -130.1% | +64.2% |
| All | +508.9% | +2,768.0% | -2,259.1% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling