+54.0%
LHX vs SPYG
+98.4%
-44.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.3% |
| 7D | -4.3% | -0.9% | -3.4% | -4.1% |
| 30D | -15.1% | -1.5% | -13.6% | -15.0% |
| 3M | -21.0% | +3.7% | -24.7% | -21.5% |
| 6M | -32.0% | +16.4% | -48.4% | -34.2% |
| YTD | -15.3% | +13.3% | -28.7% | -17.6% |
| 1Y | -11.1% | +17.9% | -28.9% | -14.2% |
| 3Y | +54.0% | +98.3% | -44.3% | +28.0% |
| All | +54.0% | +98.4% | -44.4% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling