-9.3%
LHX vs SPY
+14.6%
-23.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.1% | -6.6% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +9.7% | -1.0% | +10.7% | +9.9% |
| 3M | -8.5% | -0.3% | -8.2% | -8.4% |
| 6M | -15.1% | +7.3% | -22.4% | -17.5% |
| YTD | -10.4% | +13.3% | -23.8% | -16.4% |
| 1Y | -9.3% | +14.8% | -24.1% | -16.3% |
| All | -9.3% | +14.6% | -23.9% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling