+54.0%
LHX vs SRE
+28.3%
+25.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -4.3% | -0.8% | -3.4% | -4.1% |
| 30D | -15.1% | -3.0% | -12.1% | -14.6% |
| 3M | -21.0% | -8.3% | -12.7% | -19.5% |
| 6M | -32.0% | -8.9% | -23.1% | -30.7% |
| YTD | -15.3% | -4.3% | -11.1% | -14.7% |
| 1Y | -11.1% | +2.7% | -13.8% | -11.8% |
| 3Y | +54.0% | +28.7% | +25.3% | +34.1% |
| All | +54.0% | +28.3% | +25.7% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling