+231.5%
LHX vs SW
+147.8%
+83.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -2.0% | -5.1% | +3.1% | -1.6% |
| 30D | -9.9% | -4.6% | -5.4% | -9.7% |
| 3M | -16.5% | +9.4% | -25.9% | -17.1% |
| 6M | -29.6% | +3.5% | -33.1% | -30.0% |
| YTD | -11.6% | +22.0% | -33.6% | -13.0% |
| 1Y | -4.1% | +2.2% | -6.3% | -4.7% |
| 3Y | +53.3% | +19.6% | +33.7% | +49.6% |
| 5Y | +22.3% | -2.3% | +24.6% | +19.0% |
| All | +231.5% | +147.8% | +83.7% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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