+18.7%
LHX vs SPG
+106.0%
-87.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.3% | -1.2% | -3.1% | -4.0% |
| 30D | -15.1% | -6.1% | -9.0% | -14.0% |
| 3M | -21.0% | -3.6% | -17.3% | -20.4% |
| 6M | -32.0% | +10.4% | -42.4% | -33.4% |
| YTD | -15.3% | +14.4% | -29.7% | -17.8% |
| 1Y | -11.1% | +16.5% | -27.6% | -14.1% |
| 3Y | +54.0% | +106.8% | -52.8% | +30.0% |
| All | +18.7% | +106.0% | -87.3% | -0.7% |
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 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