+22.4%
LHX vs SUI
-32.1%
+54.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -2.5% | -3.1% | +0.6% | -1.7% |
| 30D | -10.4% | -2.3% | -8.0% | -9.9% |
| 3M | -14.9% | -2.8% | -12.1% | -14.4% |
| 6M | -29.6% | -12.4% | -17.3% | -27.4% |
| YTD | -11.8% | -3.3% | -8.5% | -11.2% |
| 1Y | -5.1% | -5.8% | +0.7% | -3.9% |
| 3Y | +61.3% | +12.5% | +48.8% | +54.0% |
| 5Y | +22.4% | -32.9% | +55.2% | +31.7% |
| All | +22.4% | -32.1% | +54.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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