+60.4%
LHX vs SN
+384.6%
-324.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -10.4% | -5.6% | -4.8% | -10.1% |
| 3M | -14.9% | +48.1% | -63.0% | -17.2% |
| 6M | -29.6% | +57.6% | -87.3% | -31.9% |
| YTD | -11.8% | +56.5% | -68.3% | -14.7% |
| 1Y | -5.1% | +52.6% | -57.6% | -8.0% |
| All | +60.4% | +384.6% | -324.2% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling