+222.0%
LHX vs SAN
+357.1%
-135.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.6% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | -15.1% | +0.9% | -16.1% | -15.3% |
| 3M | -21.0% | +19.1% | -40.1% | -23.9% |
| 6M | -32.0% | +33.2% | -65.2% | -36.1% |
| YTD | -15.3% | +29.1% | -44.4% | -20.4% |
| 1Y | -11.1% | +50.2% | -61.3% | -19.0% |
| 3Y | +54.0% | +351.0% | -297.0% | +8.6% |
| 5Y | +17.1% | +394.7% | -377.6% | -21.9% |
| All | +222.0% | +357.1% | -135.0% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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