+17.9%
XYZ vs LHX
-10.5%
+28.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -4.2% |
| 7D | -2.1% | +5.3% | -7.4% | -1.5% |
| 30D | +7.0% | +15.8% | -8.8% | +6.1% |
| 3M | +5.1% | -6.1% | +11.1% | +4.9% |
| All | +17.9% | -10.5% | +28.4% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling