+222.0%
LHX vs SONY
+293.1%
-71.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.5% |
| 7D | -4.3% | -2.7% | -1.6% | -3.8% |
| 30D | -15.1% | +1.5% | -16.7% | -15.4% |
| 3M | -21.0% | +13.0% | -34.0% | -23.0% |
| 6M | -32.0% | +11.2% | -43.2% | -33.7% |
| YTD | -15.3% | -6.6% | -8.7% | -14.6% |
| 1Y | -11.1% | -18.1% | +7.1% | -8.1% |
| 3Y | +54.0% | +42.1% | +11.9% | +38.7% |
| 5Y | +17.1% | +11.0% | +6.1% | +9.6% |
| All | +222.0% | +293.1% | -71.0% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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