+18.7%
LHX vs SONY
+9.6%
+9.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.3% |
| 7D | -4.3% | -2.7% | -1.6% | -4.1% |
| 30D | -15.1% | +1.5% | -16.7% | -15.3% |
| 3M | -21.0% | +13.0% | -34.0% | -21.7% |
| 6M | -32.0% | +11.2% | -43.2% | -32.7% |
| YTD | -15.3% | -6.6% | -8.7% | -15.3% |
| 1Y | -11.1% | -18.1% | +7.1% | -10.3% |
| 3Y | +54.0% | +42.1% | +11.9% | +50.5% |
| All | +18.7% | +9.6% | +9.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling