+18.7%
LHX vs SPXS
-86.0%
+104.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.5% |
| 7D | -4.3% | +2.5% | -6.8% | -3.9% |
| 30D | -15.1% | +4.2% | -19.3% | -14.6% |
| 3M | -21.0% | -9.3% | -11.7% | -21.9% |
| 6M | -32.0% | -30.7% | -1.3% | -35.1% |
| YTD | -15.3% | -28.1% | +12.7% | -18.6% |
| 1Y | -11.1% | -35.1% | +24.0% | -15.4% |
| 3Y | +54.0% | -79.6% | +133.6% | +28.0% |
| All | +18.7% | -86.0% | +104.7% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling