+165.6%
ZTS vs LHX
+622.1%
-456.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.4% |
| 7D | -3.8% | -3.7% | 0.0% | -2.5% |
| 30D | -2.0% | -13.2% | +11.1% | +2.9% |
| 3M | -10.2% | -18.4% | +8.2% | -4.0% |
| 6M | -39.4% | -32.0% | -7.5% | -30.9% |
| YTD | -40.8% | -13.6% | -27.2% | -38.4% |
| 1Y | -50.1% | -6.0% | -44.2% | -49.9% |
| 3Y | -58.9% | +57.9% | -116.8% | -66.4% |
| 5Y | -62.4% | +19.2% | -81.6% | -66.7% |
| 10Y | +58.8% | +232.3% | -173.4% | -7.2% |
| All | +165.6% | +622.1% | -456.6% | +26.4% |
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