+222.0%
LHX vs SPY
+322.5%
-100.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -4.3% | -0.8% | -3.5% | -3.8% |
| 30D | -15.1% | -1.1% | -14.1% | -14.6% |
| 3M | -21.0% | +3.9% | -24.8% | -23.1% |
| 6M | -32.0% | +13.6% | -45.6% | -37.7% |
| YTD | -15.3% | +12.7% | -28.0% | -22.0% |
| 1Y | -11.1% | +17.5% | -28.6% | -20.3% |
| 3Y | +54.0% | +76.9% | -22.9% | +2.4% |
| 5Y | +17.1% | +83.6% | -66.5% | -25.8% |
| All | +222.0% | +322.5% | -100.4% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling