+57.1%
LHX vs S
+13.6%
+43.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -3.7% | -1.2% | -2.5% | -3.7% |
| 30D | -13.2% | -12.6% | -0.6% | -12.6% |
| 3M | -18.4% | +27.6% | -45.9% | -19.5% |
| 6M | -32.0% | +35.5% | -67.4% | -33.3% |
| YTD | -13.6% | +29.6% | -43.2% | -15.3% |
| 1Y | -6.0% | +8.1% | -14.1% | -6.8% |
| All | +57.1% | +13.6% | +43.5% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling