-68.4%
XYZ vs LHX
+19.9%
-88.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | -3.7% | -3.7% | 0.0% | -2.5% |
| 30D | +0.5% | -13.2% | +13.7% | +5.2% |
| 3M | +16.3% | -18.4% | +34.6% | +23.5% |
| 6M | +21.1% | -32.0% | +53.1% | +37.3% |
| YTD | +22.0% | -13.6% | +35.6% | +26.4% |
| 1Y | +5.2% | -6.0% | +11.1% | +5.2% |
| 3Y | +49.6% | +57.9% | -8.4% | +22.9% |
| 5Y | -68.4% | +19.2% | -87.7% | -74.3% |
| All | -68.4% | +19.9% | -88.3% | -74.3% |
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