-7.1%
LHX vs SW
+26.3%
-33.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | +14.5% | +7.0% | +7.5% | +13.6% |
| 3M | -4.9% | -7.6% | +2.8% | -4.4% |
| 6M | -8.6% | +8.5% | -17.2% | -10.1% |
| YTD | -6.4% | +17.7% | -24.1% | -11.1% |
| All | -7.1% | +26.3% | -33.4% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling