+54.0%
LHX vs SITM
+452.7%
-398.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.7% | -1.2% |
| 7D | -4.3% | +3.9% | -8.1% | -4.3% |
| 30D | -15.1% | -6.6% | -8.5% | -15.1% |
| 3M | -21.0% | -11.9% | -9.1% | -20.8% |
| 6M | -32.0% | +81.1% | -113.1% | -33.8% |
| YTD | -15.3% | +80.0% | -95.3% | -17.7% |
| 1Y | -11.1% | +145.8% | -156.9% | -14.5% |
| 3Y | +54.0% | +475.9% | -421.9% | +38.2% |
| All | +54.0% | +452.7% | -398.6% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling