+211.9%
LHX vs SW
+179.5%
+32.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.6% |
| 7D | +5.3% | -3.0% | +8.3% | +5.5% |
| 30D | +15.8% | +4.2% | +11.6% | +15.5% |
| 3M | -6.1% | -11.5% | +5.5% | -5.4% |
| 6M | -11.4% | +8.6% | -20.0% | -12.1% |
| YTD | -6.3% | +15.0% | -21.2% | -7.5% |
| 1Y | -8.0% | +25.7% | -33.6% | -9.7% |
| 3Y | +58.1% | +44.8% | +13.3% | +52.8% |
| 5Y | +36.3% | -1.7% | +38.1% | +32.5% |
| All | +211.9% | +179.5% | +32.4% | +183.0% |
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