+31.7%
LHX vs S
-56.8%
+88.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -2.0% | -7.7% | +5.8% | -1.7% |
| 30D | -9.9% | -5.3% | -4.6% | -9.8% |
| 3M | -16.5% | +20.3% | -36.7% | -17.0% |
| 6M | -29.6% | +47.4% | -77.0% | -30.5% |
| YTD | -11.6% | +32.5% | -44.1% | -12.5% |
| 1Y | -4.1% | +9.5% | -13.6% | -4.6% |
| 3Y | +53.3% | +15.5% | +37.7% | +51.6% |
| 5Y | +22.3% | -71.2% | +93.5% | +19.1% |
| All | +31.7% | -56.8% | +88.4% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling