+7,679.3%
LHX vs STT
+7,281.4%
+397.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -2.5% | +2.2% | -4.7% | -3.1% |
| 30D | -10.4% | +3.9% | -14.3% | -11.3% |
| 3M | -14.9% | +19.2% | -34.1% | -18.9% |
| 6M | -29.6% | +60.4% | -90.0% | -37.9% |
| YTD | -11.8% | +51.5% | -63.3% | -21.3% |
| 1Y | -5.1% | +76.3% | -81.4% | -18.6% |
| 3Y | +61.3% | +200.7% | -139.4% | +18.9% |
| 5Y | +22.4% | +157.5% | -135.1% | -9.1% |
| 10Y | +232.2% | +262.0% | -29.7% | +114.7% |
| All | +7,679.3% | +7,281.4% | +397.9% | +1,558.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling