+222.0%
LHX vs SPYG
+424.6%
-202.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.5% |
| 7D | -4.3% | -0.9% | -3.4% | -3.9% |
| 30D | -15.1% | -1.5% | -13.6% | -14.6% |
| 3M | -21.0% | +3.7% | -24.7% | -22.6% |
| 6M | -32.0% | +16.4% | -48.4% | -37.1% |
| YTD | -15.3% | +13.3% | -28.7% | -20.8% |
| 1Y | -11.1% | +17.9% | -28.9% | -18.4% |
| 3Y | +54.0% | +98.3% | -44.3% | +5.6% |
| 5Y | +17.1% | +86.4% | -69.3% | -18.7% |
| All | +222.0% | +424.6% | -202.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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