+54.0%
LHX vs SPXS
-79.6%
+133.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.4% |
| 7D | -4.3% | +2.5% | -6.8% | -4.0% |
| 30D | -15.1% | +4.2% | -19.3% | -14.7% |
| 3M | -21.0% | -9.3% | -11.7% | -21.8% |
| 6M | -32.0% | -30.7% | -1.3% | -34.9% |
| YTD | -15.3% | -28.1% | +12.7% | -18.4% |
| 1Y | -11.1% | -35.1% | +24.0% | -15.1% |
| 3Y | +54.0% | -79.6% | +133.6% | +27.0% |
| All | +54.0% | -79.6% | +133.6% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling