+55.8%
LHX vs SMTC
+546.3%
-490.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | -4.8% | +17.5% | -22.3% | -4.9% |
| 30D | -12.7% | +21.3% | -34.1% | -12.9% |
| 3M | -17.6% | +3.1% | -20.8% | -17.7% |
| 6M | -30.7% | +81.7% | -112.4% | -31.8% |
| YTD | -14.3% | +115.9% | -130.3% | -16.1% |
| 1Y | -8.4% | +157.8% | -166.2% | -10.5% |
| All | +55.8% | +546.3% | -490.6% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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