+529.4%
XYZ vs LHX
+306.2%
+223.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.3% |
| 7D | -2.1% | +5.3% | -7.4% | -4.4% |
| 30D | +7.0% | +15.8% | -8.8% | -0.8% |
| 3M | +5.1% | -6.1% | +11.1% | +7.3% |
| 6M | +14.1% | -11.4% | +25.4% | +18.6% |
| YTD | +26.4% | -6.3% | +32.6% | +26.8% |
| 1Y | +25.1% | -8.0% | +33.0% | +26.6% |
| 3Y | +59.7% | +58.1% | +1.7% | +20.4% |
| 5Y | -63.8% | +36.3% | -100.1% | -71.6% |
| 10Y | +592.4% | +216.9% | +375.5% | +228.3% |
| All | +529.4% | +306.2% | +223.1% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling