-9.3%
LHX vs S
+36.5%
-45.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -6.5% |
| 7D | -0.3% | -8.2% | +7.9% | -0.1% |
| 30D | +9.7% | -7.6% | +17.3% | +10.0% |
| 3M | -8.5% | +12.0% | -20.5% | -8.9% |
| 6M | -15.1% | +50.6% | -65.7% | -16.0% |
| YTD | -10.4% | +56.6% | -67.0% | -11.6% |
| 1Y | -9.3% | +39.2% | -48.5% | -9.3% |
| All | -9.3% | +36.5% | -45.8% | -9.3% |
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