+39.7%
LHX vs SN
+453.9%
-414.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.6% |
| 7D | -4.8% | -7.2% | +2.4% | -4.4% |
| 30D | -12.7% | -13.4% | +0.6% | -12.1% |
| 3M | -17.6% | +26.8% | -44.4% | -18.9% |
| 6M | -30.7% | +44.6% | -75.3% | -32.4% |
| YTD | -14.3% | +45.3% | -59.6% | -16.6% |
| 1Y | -8.4% | +40.1% | -48.5% | -10.6% |
| 3Y | +56.7% | +375.3% | -318.6% | +38.0% |
| All | +39.7% | +453.9% | -414.2% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling