-9.3%
LHX vs SITM
+47.5%
-56.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.4% | +2.9% | -6.7% |
| 7D | -0.3% | -19.5% | +19.2% | -0.9% |
| 30D | +9.7% | -43.2% | +52.9% | +8.4% |
| 3M | -8.5% | -30.8% | +22.3% | -9.2% |
| 6M | -15.1% | -28.6% | +13.5% | -16.2% |
| YTD | -10.4% | +14.2% | -24.6% | -14.3% |
| 1Y | -9.3% | +44.4% | -53.7% | -13.5% |
| All | -9.3% | +47.5% | -56.8% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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