+19.2%
LHX vs STT
+158.4%
-139.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.7% | +1.0% | -4.7% | -3.9% |
| 30D | -13.2% | +2.8% | -15.9% | -13.6% |
| 3M | -18.4% | +18.1% | -36.5% | -20.9% |
| 6M | -32.0% | +59.2% | -91.2% | -37.6% |
| YTD | -13.6% | +51.5% | -65.1% | -20.3% |
| 1Y | -6.0% | +75.7% | -81.6% | -15.7% |
| 3Y | +57.9% | +200.8% | -142.8% | +26.9% |
| 5Y | +19.2% | +155.8% | -136.6% | -8.1% |
| All | +19.2% | +158.4% | -139.2% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling