-9.3%
LHX vs SPG
+34.3%
-43.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.9% | -9.3% | -7.2% |
| 7D | -0.3% | +8.2% | -8.5% | -2.5% |
| 30D | +9.7% | +13.5% | -3.8% | +6.0% |
| 3M | -8.5% | +2.2% | -10.8% | -9.7% |
| 6M | -15.1% | +15.9% | -31.0% | -18.3% |
| YTD | -10.4% | +27.6% | -38.0% | -14.9% |
| 1Y | -9.3% | +30.9% | -40.2% | -14.7% |
| All | -9.3% | +34.3% | -43.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling