+4,630.5%
LHX vs SIRI
-17.7%
+4,648.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -4.8% | -3.0% | -1.8% | -4.6% |
| 30D | -12.7% | +1.3% | -14.0% | -12.8% |
| 3M | -17.6% | +5.6% | -23.3% | -18.0% |
| 6M | -30.7% | +35.2% | -65.9% | -32.1% |
| YTD | -14.3% | +49.1% | -63.4% | -16.6% |
| 1Y | -8.4% | +26.8% | -35.2% | -10.0% |
| 3Y | +56.7% | -23.7% | +80.3% | +56.6% |
| 5Y | +18.5% | -41.8% | +60.3% | +19.2% |
| 10Y | +229.6% | -11.3% | +240.8% | +222.5% |
| All | +4,630.5% | -17.7% | +4,648.2% | +3,892.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling