+7,541.9%
LHX vs SM
+1,434.4%
+6,107.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.8% | +9.4% | -4.6% | +3.7% |
| 30D | +14.7% | -14.4% | +29.0% | +16.5% |
| 3M | -5.1% | +1.6% | -6.7% | -5.7% |
| 6M | -9.9% | +6.3% | -16.2% | -11.4% |
| YTD | -6.1% | +78.8% | -84.9% | -13.4% |
| 1Y | -4.0% | +83.1% | -87.1% | -11.8% |
| 3Y | +56.9% | -5.9% | +62.8% | +51.6% |
| 5Y | +36.6% | +4.8% | +31.8% | +26.7% |
| 10Y | +217.5% | +17.5% | +200.0% | +124.3% |
| All | +7,541.9% | +1,434.4% | +6,107.5% | +3,453.5% |
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