-4.5%
LHX vs S
+10.1%
-14.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -2.4% | -7.7% | +5.3% | -2.2% |
| 30D | -10.4% | -5.3% | -5.0% | -10.2% |
| 3M | -16.9% | +20.3% | -37.1% | -17.2% |
| 6M | -29.9% | +47.4% | -77.3% | -31.1% |
| YTD | -12.0% | +32.5% | -44.5% | -12.8% |
| 1Y | -4.5% | +9.5% | -14.1% | -4.1% |
| All | -4.5% | +10.1% | -14.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling