-63.7%
XYZ vs LHX
+36.1%
-99.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | -1.1% | +4.8% | -5.8% | -2.4% |
| 30D | +11.5% | +14.7% | -3.2% | +6.0% |
| 3M | +1.8% | -5.1% | +6.9% | +3.1% |
| 6M | +21.2% | -9.9% | +31.1% | +24.1% |
| YTD | +29.9% | -6.1% | +36.0% | +30.4% |
| 1Y | +35.8% | -4.0% | +39.8% | +35.0% |
| 3Y | +62.6% | +56.9% | +5.7% | +31.9% |
| All | -63.7% | +36.1% | -99.8% | -73.3% |
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