-11.1%
LHX vs SIRI
+28.0%
-39.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.2% |
| 7D | -4.3% | +0.6% | -4.8% | -4.3% |
| 30D | -15.1% | +2.5% | -17.6% | -15.4% |
| 3M | -21.0% | +6.6% | -27.6% | -21.3% |
| 6M | -32.0% | +32.9% | -64.9% | -34.4% |
| YTD | -15.3% | +50.5% | -65.8% | -20.6% |
| 1Y | -11.1% | +28.0% | -39.0% | -11.8% |
| All | -11.1% | +28.0% | -39.1% | -11.8% |
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