+223.1%
LHX vs SW
+182.7%
+40.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -6.4% | +2.3% | -8.7% | -6.5% |
| 30D | +11.2% | +6.8% | +4.5% | +10.7% |
| 3M | -9.8% | -5.2% | -4.6% | -9.6% |
| 6M | -13.2% | +7.4% | -20.7% | -13.8% |
| YTD | -10.4% | +17.4% | -27.8% | -11.7% |
| 1Y | -7.3% | +27.1% | -34.4% | -9.1% |
| 3Y | +51.5% | +47.9% | +3.6% | +46.2% |
| 5Y | +28.2% | -2.6% | +30.8% | +24.8% |
| All | +223.1% | +182.7% | +40.4% | +196.3% |
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