+18.5%
LHX vs SBAC
-45.4%
+63.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.3% |
| 7D | -4.8% | -5.3% | +0.5% | -3.8% |
| 30D | -12.7% | +0.4% | -13.1% | -12.8% |
| 3M | -17.6% | -11.9% | -5.7% | -15.7% |
| 6M | -30.7% | -4.5% | -26.3% | -30.5% |
| YTD | -14.3% | -4.3% | -10.0% | -14.2% |
| 1Y | -8.4% | -3.9% | -4.5% | -8.4% |
| 3Y | +56.7% | -11.0% | +67.7% | +56.8% |
| 5Y | +18.5% | -44.1% | +62.6% | +27.4% |
| All | +18.5% | -45.4% | +63.8% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling