+1,170.8%
LHX vs SPXU
-100.0%
+1,270.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -0.3% |
| 7D | -4.8% | +6.4% | -11.2% | -3.2% |
| 30D | -12.7% | +5.9% | -18.7% | -11.3% |
| 3M | -17.6% | -11.7% | -6.0% | -20.2% |
| 6M | -30.7% | -28.7% | -2.0% | -36.3% |
| YTD | -14.3% | -26.4% | +12.0% | -20.3% |
| 1Y | -8.4% | -35.2% | +26.8% | -17.2% |
| 3Y | +56.7% | -79.8% | +136.5% | +8.3% |
| 5Y | +18.5% | -86.1% | +104.5% | -18.7% |
| 10Y | +229.6% | -99.5% | +329.1% | -2.5% |
| All | +1,170.8% | -100.0% | +1,270.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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