+26.1%
LHX vs S
-57.1%
+83.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | -15.1% | -11.4% | -3.7% | -14.9% |
| 3M | -21.0% | +33.8% | -54.8% | -21.7% |
| 6M | -32.0% | +39.5% | -71.5% | -32.8% |
| YTD | -15.3% | +31.7% | -47.0% | -16.2% |
| 1Y | -11.1% | +7.0% | -18.0% | -11.5% |
| 3Y | +54.0% | +11.8% | +42.2% | +52.5% |
| 5Y | +17.1% | -69.0% | +86.1% | +14.6% |
| All | +26.1% | -57.1% | +83.1% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling