+2,572.4%
LHX vs SBAC
+2,199.0%
+373.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -10.4% | +3.2% | -13.6% | -10.8% |
| 3M | -14.9% | -5.1% | -9.9% | -14.4% |
| 6M | -29.6% | -2.1% | -27.5% | -29.8% |
| YTD | -11.8% | -0.5% | -11.3% | -12.3% |
| 1Y | -5.1% | +1.1% | -6.2% | -5.8% |
| 3Y | +61.3% | -7.4% | +68.7% | +60.8% |
| 5Y | +22.4% | -44.3% | +66.7% | +29.5% |
| 10Y | +232.2% | +77.6% | +154.7% | +200.9% |
| All | +2,572.4% | +2,199.0% | +373.4% | +1,546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling