+38.9%
LHX vs SITM
+4,532.8%
-4,494.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -4.8% | +4.8% | -9.6% | -5.0% |
| 30D | -12.7% | -9.7% | -3.0% | -12.5% |
| 3M | -17.6% | -9.3% | -8.3% | -17.7% |
| 6M | -30.7% | +69.5% | -100.2% | -33.3% |
| YTD | -14.3% | +70.5% | -84.9% | -17.7% |
| 1Y | -8.4% | +145.3% | -153.7% | -13.8% |
| 3Y | +56.7% | +432.8% | -376.1% | +37.6% |
| 5Y | +18.5% | +174.0% | -155.6% | +3.6% |
| All | +38.9% | +4,532.8% | -4,494.0% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling