+56.9%
LHX vs S
+41.6%
+15.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.8% | +2.0% | +2.8% | +4.7% |
| 30D | +14.7% | -2.7% | +17.4% | +14.7% |
| 3M | -5.1% | -6.9% | +1.7% | -5.1% |
| 6M | -9.9% | +38.1% | -48.0% | -11.7% |
| YTD | -6.1% | +48.0% | -54.1% | -8.6% |
| 1Y | -4.0% | +34.5% | -38.5% | -6.1% |
| 3Y | +56.9% | +38.3% | +18.6% | +51.7% |
| All | +56.9% | +41.6% | +15.3% | +51.7% |
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