-8.4%
LHX vs STT
+75.2%
-83.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -4.8% | -1.4% | -3.4% | -4.6% |
| 30D | -12.7% | +2.2% | -14.9% | -13.0% |
| 3M | -17.6% | +18.8% | -36.5% | -20.0% |
| 6M | -30.7% | +57.9% | -88.7% | -35.9% |
| YTD | -14.3% | +51.0% | -65.3% | -21.0% |
| 1Y | -8.4% | +77.1% | -85.5% | -18.2% |
| All | -8.4% | +75.2% | -83.6% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling