+46.6%
XYZ vs LHX
+55.8%
-9.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -5.2% | -4.8% | -0.4% | -3.8% |
| 30D | 0.0% | -12.7% | +12.7% | +3.9% |
| 3M | +18.7% | -17.6% | +36.3% | +24.9% |
| 6M | +20.5% | -30.7% | +51.3% | +34.8% |
| YTD | +21.5% | -14.3% | +35.8% | +25.7% |
| 1Y | +7.2% | -8.4% | +15.6% | +7.7% |
| All | +46.6% | +55.8% | -9.2% | +26.9% |
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