+5,136.8%
LHX vs SPG
+5,319.3%
-182.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.6% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -10.4% | -4.9% | -5.4% | -9.2% |
| 3M | -14.9% | +3.3% | -18.3% | -15.8% |
| 6M | -29.6% | +11.2% | -40.8% | -31.7% |
| YTD | -11.8% | +17.1% | -28.9% | -15.6% |
| 1Y | -5.1% | +21.6% | -26.7% | -10.2% |
| 3Y | +61.3% | +111.9% | -50.6% | +30.3% |
| 5Y | +22.4% | +106.9% | -84.5% | -2.6% |
| 10Y | +232.2% | +62.2% | +170.0% | +156.9% |
| All | +5,136.8% | +5,319.3% | -182.5% | +1,485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling