+175.1%
LHX vs SEI
+608.3%
-433.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.3% |
| 7D | -4.8% | +20.7% | -25.4% | -6.8% |
| 30D | -12.7% | +9.1% | -21.9% | -13.8% |
| 3M | -17.6% | -6.0% | -11.6% | -18.1% |
| 6M | -30.7% | +18.9% | -49.7% | -33.3% |
| YTD | -14.3% | +40.1% | -54.5% | -19.6% |
| 1Y | -8.4% | +120.6% | -129.0% | -19.3% |
| 3Y | +56.7% | +562.1% | -505.5% | +8.7% |
| 5Y | +18.5% | +954.5% | -936.0% | -26.7% |
| All | +175.1% | +608.3% | -433.2% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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