+889.2%
XLV vs LHX
+2,646.0%
-1,756.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.1% |
| 7D | -3.6% | -4.3% | +0.7% | -2.6% |
| 30D | -1.8% | -15.1% | +13.3% | +1.9% |
| 3M | +7.8% | -21.0% | +28.8% | +13.4% |
| 6M | +9.1% | -32.0% | +41.1% | +18.7% |
| YTD | +7.7% | -15.3% | +23.1% | +11.1% |
| 1Y | +20.4% | -11.1% | +31.5% | +22.6% |
| 3Y | +30.8% | +54.0% | -23.2% | +16.3% |
| 5Y | +34.6% | +17.1% | +17.5% | +25.9% |
| 10Y | +173.4% | +225.8% | -52.4% | +100.8% |
| All | +889.2% | +2,646.0% | -1,756.8% | +398.0% |
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