+54.0%
LHX vs SPY
+77.0%
-23.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | -15.1% | -1.1% | -14.1% | -14.8% |
| 3M | -21.0% | +3.9% | -24.8% | -22.1% |
| 6M | -32.0% | +13.6% | -45.6% | -35.4% |
| YTD | -15.3% | +12.7% | -28.0% | -19.4% |
| 1Y | -11.1% | +17.5% | -28.6% | -16.6% |
| 3Y | +54.0% | +76.9% | -22.9% | +18.1% |
| All | +54.0% | +77.0% | -23.0% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling