+135.9%
XLU vs LHX
+227.8%
-91.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -1.6% | -4.3% | +2.7% | -0.2% |
| 30D | -3.3% | -15.1% | +11.8% | +2.0% |
| 3M | -3.2% | -21.0% | +17.8% | +4.1% |
| 6M | -7.0% | -32.0% | +25.0% | +5.0% |
| YTD | +0.6% | -15.3% | +16.0% | +4.8% |
| 1Y | +2.4% | -11.1% | +13.5% | +4.5% |
| 3Y | +46.3% | +54.0% | -7.8% | +20.5% |
| 5Y | +44.0% | +17.1% | +26.9% | +29.0% |
| All | +135.9% | +227.8% | -91.9% | +87.1% |
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