+257.2%
XOM vs LHX
+16.3%
+241.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +4.1% | -4.3% | +8.3% | +5.3% |
| 30D | +4.6% | -15.1% | +19.7% | +9.4% |
| 3M | +14.0% | -21.0% | +34.9% | +21.3% |
| 6M | +11.0% | -32.0% | +43.0% | +23.3% |
| YTD | +40.7% | -15.3% | +56.0% | +44.8% |
| 1Y | +52.3% | -11.1% | +63.4% | +53.6% |
| 3Y | +60.5% | +54.0% | +6.4% | +31.3% |
| All | +257.2% | +16.3% | +241.0% | +214.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling