-8.0%
LHX vs SARO
-5.0%
-3.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.9% | -8.4% | -7.0% |
| 7D | -0.3% | +15.8% | -16.1% | -5.0% |
| 30D | +9.7% | +22.2% | -12.5% | +2.8% |
| 3M | -8.5% | -16.2% | +7.7% | -4.0% |
| 6M | -15.1% | +4.6% | -19.7% | -18.1% |
| YTD | -10.4% | -10.4% | -0.1% | -8.5% |
| All | -8.0% | -5.0% | -3.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling