+222.0%
LHX vs SGI
+270.1%
-48.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -4.3% | -4.5% | +0.2% | -3.7% |
| 30D | -15.1% | +4.2% | -19.3% | -15.6% |
| 3M | -21.0% | -7.4% | -13.5% | -20.4% |
| 6M | -32.0% | -15.1% | -16.9% | -31.0% |
| YTD | -15.3% | -24.7% | +9.4% | -12.9% |
| 1Y | -11.1% | -21.8% | +10.7% | -9.1% |
| 3Y | +54.0% | +50.0% | +4.0% | +44.1% |
| 5Y | +17.1% | +48.9% | -31.8% | +7.9% |
| All | +222.0% | +270.1% | -48.0% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling