+56.9%
LHX vs SN
+440.0%
-383.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | 0.0% |
| 7D | +4.8% | +1.5% | +3.3% | +4.7% |
| 30D | +14.7% | +21.5% | -6.8% | +13.3% |
| 3M | -5.1% | +20.0% | -25.2% | -6.3% |
| 6M | -9.9% | +119.9% | -129.8% | -14.2% |
| YTD | -6.1% | +102.3% | -108.4% | -10.3% |
| 1Y | -4.0% | +148.0% | -152.0% | -9.2% |
| 3Y | +56.9% | +450.0% | -393.1% | +33.7% |
| All | +56.9% | +440.0% | -383.1% | +33.7% |
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