+222.0%
LHX vs SNY
+64.5%
+157.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -4.3% | -3.3% | -0.9% | -3.3% |
| 30D | -15.1% | -2.2% | -13.0% | -14.7% |
| 3M | -21.0% | -3.0% | -17.9% | -20.4% |
| 6M | -32.0% | +2.7% | -34.7% | -32.6% |
| YTD | -15.3% | -6.8% | -8.5% | -13.9% |
| 1Y | -11.1% | -5.3% | -5.8% | -10.3% |
| 3Y | +54.0% | -9.8% | +63.8% | +54.0% |
| 5Y | +17.1% | +9.7% | +7.4% | +5.6% |
| All | +222.0% | +64.5% | +157.5% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling