+6,572.5%
LHX vs SPY
+3,040.6%
+3,531.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -4.8% | -2.0% | -2.8% | -3.2% |
| 30D | -12.7% | -1.7% | -11.1% | -11.6% |
| 3M | -17.6% | +4.7% | -22.4% | -21.0% |
| 6M | -30.7% | +12.5% | -43.2% | -37.5% |
| YTD | -14.3% | +11.7% | -26.1% | -22.3% |
| 1Y | -8.4% | +17.5% | -25.9% | -20.3% |
| 3Y | +56.7% | +76.6% | -19.9% | -5.2% |
| 5Y | +18.5% | +82.0% | -63.6% | -32.2% |
| 10Y | +229.6% | +317.1% | -87.6% | -10.2% |
| All | +6,572.5% | +3,040.6% | +3,531.9% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling