+222.0%
LHX vs SU
+267.2%
-45.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.3% | +2.2% | -6.5% | -4.7% |
| 30D | -15.1% | +8.4% | -23.6% | -16.6% |
| 3M | -21.0% | +12.1% | -33.1% | -23.1% |
| 6M | -32.0% | +19.7% | -51.7% | -35.0% |
| YTD | -15.3% | +58.4% | -73.7% | -23.8% |
| 1Y | -11.1% | +67.2% | -78.3% | -21.0% |
| 3Y | +54.0% | +125.0% | -71.0% | +26.6% |
| 5Y | +17.1% | +355.1% | -337.9% | -19.1% |
| All | +222.0% | +267.2% | -45.2% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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