+18.5%
LHX vs SPY
+79.8%
-61.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.8% | -2.0% | -2.8% | -4.0% |
| 30D | -12.7% | -1.7% | -11.1% | -12.2% |
| 3M | -17.6% | +4.7% | -22.4% | -19.3% |
| 6M | -30.7% | +12.5% | -43.2% | -34.2% |
| YTD | -14.3% | +11.7% | -26.1% | -18.5% |
| 1Y | -8.4% | +17.5% | -25.9% | -14.6% |
| 3Y | +56.7% | +76.6% | -19.9% | +21.1% |
| 5Y | +18.5% | +82.0% | -63.6% | -12.7% |
| All | +18.5% | +79.8% | -61.3% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling