+222.0%
LHX vs SPMO
+517.6%
-295.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.4% |
| 7D | -4.3% | -0.9% | -3.3% | -3.9% |
| 30D | -15.1% | -1.9% | -13.2% | -14.5% |
| 3M | -21.0% | -1.4% | -19.6% | -21.5% |
| 6M | -32.0% | +25.5% | -57.5% | -40.8% |
| YTD | -15.3% | +24.8% | -40.2% | -26.1% |
| 1Y | -11.1% | +24.5% | -35.5% | -22.4% |
| 3Y | +54.0% | +157.1% | -103.1% | -13.6% |
| 5Y | +17.1% | +149.5% | -132.4% | -34.0% |
| All | +222.0% | +517.6% | -295.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling