+1,185.2%
LHX vs SPXS
-100.0%
+1,285.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.3% |
| 7D | -4.8% | +6.4% | -11.2% | -3.2% |
| 30D | -12.7% | +6.0% | -18.7% | -11.3% |
| 3M | -17.6% | -11.6% | -6.0% | -20.2% |
| 6M | -30.7% | -28.7% | -2.0% | -36.3% |
| YTD | -14.3% | -26.3% | +11.9% | -20.2% |
| 1Y | -8.4% | -34.9% | +26.5% | -17.0% |
| 3Y | +56.7% | -79.5% | +136.1% | +9.2% |
| 5Y | +18.5% | -85.9% | +104.4% | -18.1% |
| 10Y | +229.6% | -99.5% | +329.1% | +3.3% |
| All | +1,185.2% | -100.0% | +1,285.2% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling