+298.5%
LHX vs SPMO
+562.6%
-264.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -12.7% | -0.7% | -12.1% | -12.6% |
| 3M | -17.6% | +2.8% | -20.5% | -19.9% |
| 6M | -30.7% | +24.4% | -55.2% | -39.4% |
| YTD | -14.3% | +24.2% | -38.5% | -25.1% |
| 1Y | -8.4% | +24.5% | -32.9% | -20.0% |
| 3Y | +56.7% | +155.6% | -98.9% | -11.6% |
| 5Y | +18.5% | +148.2% | -129.7% | -32.9% |
| 10Y | +229.6% | +514.8% | -285.3% | +9.3% |
| All | +298.5% | +562.6% | -264.1% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling