+30.8%
XLV vs LHX
+54.0%
-23.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | 0.0% |
| 7D | -3.6% | -4.3% | +0.7% | -2.8% |
| 30D | -1.8% | -15.1% | +13.3% | +1.2% |
| 3M | +7.8% | -21.0% | +28.8% | +12.5% |
| 6M | +9.1% | -32.0% | +41.1% | +17.0% |
| YTD | +7.7% | -15.3% | +23.1% | +10.3% |
| 1Y | +20.4% | -11.1% | +31.5% | +21.6% |
| 3Y | +30.8% | +54.0% | -23.2% | +19.1% |
| All | +30.8% | +54.0% | -23.2% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling