+44.3%
LHX vs SN
+490.7%
-446.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -2.0% | -9.3% | +7.4% | -1.4% |
| 30D | -9.9% | -4.8% | -5.1% | -9.7% |
| 3M | -16.5% | +40.4% | -56.9% | -18.3% |
| 6M | -29.6% | +50.9% | -80.5% | -31.5% |
| YTD | -11.6% | +54.9% | -66.5% | -14.2% |
| 1Y | -4.1% | +43.0% | -47.1% | -6.5% |
| 3Y | +53.3% | +391.8% | -338.6% | +34.7% |
| All | +44.3% | +490.7% | -446.4% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling