-9.3%
LHX vs SM
+70.4%
-79.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -15.3% | +8.8% | -5.9% |
| 7D | -0.3% | -21.5% | +21.2% | +0.3% |
| 30D | +9.7% | -11.4% | +21.0% | +10.3% |
| 3M | -8.5% | +0.6% | -9.1% | -8.0% |
| 6M | -15.1% | +0.2% | -15.3% | -14.8% |
| YTD | -10.4% | +69.7% | -80.1% | -14.1% |
| 1Y | -9.3% | +71.6% | -80.9% | -13.4% |
| All | -9.3% | +70.4% | -79.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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