-8.4%
LHX vs STRL
+66.6%
-75.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -4.8% | +5.4% | -10.2% | -4.8% |
| 30D | -12.7% | -9.0% | -3.8% | -12.8% |
| 3M | -17.6% | -37.1% | +19.4% | -17.1% |
| 6M | -30.7% | +17.8% | -48.5% | -34.5% |
| YTD | -14.3% | +58.3% | -72.7% | -22.4% |
| 1Y | -8.4% | +61.0% | -69.4% | -17.2% |
| All | -8.4% | +66.6% | -75.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling