+4,419.1%
XOM vs LHX
+7,852.8%
-3,433.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.9% | -4.8% | +6.7% | +3.1% |
| 30D | +4.1% | -12.7% | +16.8% | +7.5% |
| 3M | +10.4% | -17.6% | +28.0% | +15.2% |
| 6M | +13.0% | -30.7% | +43.8% | +22.7% |
| YTD | +40.1% | -14.3% | +54.4% | +44.1% |
| 1Y | +51.1% | -8.4% | +59.5% | +52.6% |
| 3Y | +57.7% | +56.7% | +1.1% | +38.8% |
| 5Y | +264.7% | +18.5% | +246.3% | +240.6% |
| 10Y | +193.1% | +229.6% | -36.5% | +116.7% |
| All | +4,419.1% | +7,852.8% | -3,433.7% | +1,962.6% |
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