-4.5%
LHX vs SN
+46.4%
-50.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -2.4% | -9.3% | +6.9% | -1.9% |
| 30D | -10.4% | -4.8% | -5.6% | -10.2% |
| 3M | -16.9% | +40.4% | -57.3% | -18.9% |
| 6M | -29.9% | +50.9% | -80.9% | -32.3% |
| YTD | -12.0% | +54.9% | -66.9% | -15.2% |
| 1Y | -4.5% | +43.0% | -47.6% | -8.1% |
| All | -4.5% | +46.4% | -50.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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