-9.3%
LHX vs SBAC
+2.4%
-11.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.8% | -12.3% | -7.1% |
| 7D | -0.3% | +5.8% | -6.1% | -1.1% |
| 30D | +9.7% | +20.8% | -11.2% | +6.8% |
| 3M | -8.5% | +4.8% | -13.3% | -9.1% |
| 6M | -15.1% | -9.1% | -6.0% | -14.1% |
| YTD | -10.4% | +3.1% | -13.5% | -7.8% |
| 1Y | -9.3% | +2.2% | -11.5% | -6.0% |
| All | -9.3% | +2.4% | -11.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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