+40.9%
LHX vs SN
+476.8%
-435.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.9% |
| 7D | -3.7% | -3.4% | -0.3% | -3.5% |
| 30D | -13.2% | -9.1% | -4.1% | -12.7% |
| 3M | -18.4% | +31.8% | -50.1% | -19.8% |
| 6M | -32.0% | +52.0% | -84.0% | -33.8% |
| YTD | -13.6% | +51.3% | -64.9% | -16.1% |
| 1Y | -6.0% | +46.9% | -52.8% | -8.5% |
| 3Y | +57.9% | +394.9% | -337.0% | +38.9% |
| All | +40.9% | +476.8% | -435.9% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling