+7,679.3%
LHX vs SAN
+2,106.1%
+5,573.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.5% | +3.3% | -5.8% | -3.4% |
| 30D | -10.4% | +1.1% | -11.5% | -10.7% |
| 3M | -14.9% | +22.2% | -37.1% | -19.7% |
| 6M | -29.6% | +36.0% | -65.6% | -35.7% |
| YTD | -11.8% | +28.2% | -40.1% | -18.7% |
| 1Y | -5.1% | +54.1% | -59.2% | -16.8% |
| 3Y | +61.3% | +354.2% | -292.9% | +2.7% |
| 5Y | +22.4% | +387.3% | -364.9% | -26.8% |
| 10Y | +232.2% | +334.8% | -102.6% | +91.2% |
| All | +7,679.3% | +2,106.1% | +5,573.3% | +2,857.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling