+222.0%
LHX vs SRE
+122.3%
+99.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.8% |
| 7D | -4.3% | -0.8% | -3.4% | -3.9% |
| 30D | -15.1% | -3.0% | -12.1% | -14.2% |
| 3M | -21.0% | -8.3% | -12.7% | -18.4% |
| 6M | -32.0% | -8.9% | -23.1% | -29.7% |
| YTD | -15.3% | -4.3% | -11.1% | -14.4% |
| 1Y | -11.1% | +2.7% | -13.8% | -12.9% |
| 3Y | +54.0% | +28.7% | +25.3% | +31.3% |
| 5Y | +17.1% | +47.1% | -30.0% | -7.0% |
| All | +222.0% | +122.3% | +99.7% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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