+215.2%
XLY vs LHX
+227.8%
-12.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -1.7% | -4.3% | +2.6% | -0.4% |
| 30D | -4.2% | -15.1% | +11.0% | +0.6% |
| 3M | -2.7% | -21.0% | +18.3% | +3.8% |
| 6M | -0.6% | -32.0% | +31.4% | +10.9% |
| YTD | -5.0% | -15.3% | +10.3% | -1.6% |
| 1Y | -4.1% | -11.1% | +7.0% | -2.5% |
| 3Y | +33.6% | +54.0% | -20.4% | +11.3% |
| 5Y | +28.7% | +17.1% | +11.6% | +15.3% |
| All | +215.2% | +227.8% | -12.6% | +108.5% |
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