+36.0%
LHX vs SPG
+84.0%
-48.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.8% | +2.0% | +2.8% | +4.3% |
| 30D | +14.7% | +17.2% | -2.6% | +10.7% |
| 3M | -5.1% | +6.3% | -11.5% | -6.5% |
| 6M | -9.9% | +18.7% | -28.6% | -13.4% |
| YTD | -6.1% | +30.1% | -36.2% | -11.6% |
| 1Y | -4.0% | +32.8% | -36.7% | -10.1% |
| 3Y | +56.9% | +133.6% | -76.7% | +27.3% |
| All | +36.0% | +84.0% | -48.0% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling