+7,075.8%
LHX vs SM
+1,670.2%
+5,405.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.7% |
| 7D | -2.5% | -0.2% | -2.4% | -2.5% |
| 30D | -10.4% | +31.5% | -41.9% | -13.2% |
| 3M | -14.9% | +17.3% | -32.3% | -16.9% |
| 6M | -29.6% | +48.5% | -78.1% | -33.4% |
| YTD | -11.8% | +106.3% | -118.1% | -19.8% |
| 1Y | -5.1% | +47.3% | -52.4% | -10.6% |
| 3Y | +61.3% | -1.4% | +62.7% | +55.5% |
| 5Y | +22.4% | +114.0% | -91.7% | +4.7% |
| 10Y | +232.2% | +12.5% | +219.7% | +137.3% |
| All | +7,075.8% | +1,670.2% | +5,405.6% | +3,194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling