+597.9%
XYZ vs LHX
+231.6%
+366.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -5.2% | -4.8% | -0.4% | -3.0% |
| 30D | 0.0% | -12.7% | +12.7% | +6.5% |
| 3M | +18.7% | -17.6% | +36.3% | +28.7% |
| 6M | +20.5% | -30.7% | +51.3% | +41.8% |
| YTD | +21.5% | -14.3% | +35.8% | +28.1% |
| 1Y | +7.2% | -8.4% | +15.6% | +8.7% |
| 3Y | +49.0% | +56.7% | -7.7% | +12.6% |
| 5Y | -68.1% | +18.5% | -86.6% | -73.1% |
| All | +597.9% | +231.6% | +366.3% | +253.1% |
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 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