+225.8%
LHX vs STT
+267.9%
-42.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | -1.4% | -3.4% | -4.5% |
| 30D | -12.7% | +2.2% | -14.9% | -13.3% |
| 3M | -17.6% | +18.8% | -36.5% | -21.5% |
| 6M | -30.7% | +57.9% | -88.7% | -38.9% |
| YTD | -14.3% | +51.0% | -65.3% | -23.7% |
| 1Y | -8.4% | +77.1% | -85.5% | -22.0% |
| 3Y | +56.7% | +199.8% | -143.2% | +13.9% |
| 5Y | +18.5% | +156.0% | -137.5% | -13.4% |
| All | +225.8% | +267.9% | -42.1% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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