+62.6%
XYZ vs LHX
+57.4%
+5.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | -1.1% | +4.8% | -5.8% | -2.1% |
| 30D | +11.5% | +14.7% | -3.2% | +6.5% |
| 3M | +1.8% | -5.1% | +6.9% | +3.0% |
| 6M | +21.2% | -9.9% | +31.1% | +24.1% |
| YTD | +29.9% | -6.1% | +36.0% | +30.1% |
| 1Y | +35.8% | -4.0% | +39.8% | +34.5% |
| 3Y | +62.6% | +56.9% | +5.7% | +32.1% |
| All | +62.6% | +57.4% | +5.2% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling