+481.8%
LHX vs SFM
+117.5%
+364.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.3% |
| 7D | -2.5% | -5.8% | +3.3% | -2.0% |
| 30D | -10.4% | -11.4% | +1.0% | -9.5% |
| 3M | -14.9% | -12.2% | -2.7% | -14.2% |
| 6M | -29.6% | -5.2% | -24.5% | -29.7% |
| YTD | -11.8% | -4.5% | -7.3% | -12.1% |
| 1Y | -5.1% | -45.4% | +40.3% | -0.4% |
| 3Y | +61.3% | +91.1% | -29.8% | +45.4% |
| 5Y | +22.4% | +226.8% | -204.4% | +2.2% |
| 10Y | +232.2% | +291.9% | -59.7% | +161.8% |
| All | +481.8% | +117.5% | +364.3% | +393.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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