-8.4%
LHX vs SN
+41.3%
-49.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -19.1% |
| 6M | -30.7% | +44.6% | -75.3% | -32.9% |
| YTD | -14.3% | +45.3% | -59.6% | -17.2% |
| 1Y | -8.4% | +40.1% | -48.5% | -11.6% |
| All | -8.4% | +41.3% | -49.7% | -11.6% |
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