-9.3%
LHX vs SIRI
+59.9%
-69.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.4% | -14.9% | -6.9% |
| 7D | -0.3% | +22.3% | -22.6% | -2.0% |
| 30D | +9.7% | +26.9% | -17.3% | +7.5% |
| 3M | -8.5% | +9.6% | -18.1% | -9.5% |
| 6M | -15.1% | +27.2% | -42.3% | -16.0% |
| YTD | -10.4% | +72.4% | -82.8% | -12.1% |
| 1Y | -9.3% | +59.9% | -69.2% | -11.3% |
| All | -9.3% | +59.9% | -69.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling