+18.5%
LHX vs S
-70.4%
+88.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -12.7% | -11.8% | -0.9% | -12.4% |
| 3M | -17.6% | +33.9% | -51.6% | -18.5% |
| 6M | -30.7% | +40.1% | -70.8% | -31.6% |
| YTD | -14.3% | +32.1% | -46.4% | -15.4% |
| 1Y | -8.4% | +11.0% | -19.4% | -9.0% |
| 3Y | +56.7% | +16.9% | +39.7% | +54.6% |
| 5Y | +18.5% | -68.9% | +87.4% | +17.3% |
| All | +18.5% | -70.4% | +88.9% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling