+33.4%
LHX vs SW
-2.3%
+35.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | -2.7% | +1.8% | -4.5% | -2.8% |
| 30D | +14.5% | +7.0% | +7.5% | +14.2% |
| 3M | -4.9% | -7.6% | +2.8% | -4.6% |
| 6M | -8.6% | +8.5% | -17.2% | -9.1% |
| YTD | -6.4% | +17.7% | -24.1% | -7.2% |
| 1Y | -5.1% | +27.1% | -32.1% | -6.1% |
| 3Y | +59.1% | +48.2% | +10.9% | +57.8% |
| 5Y | +33.4% | -2.3% | +35.8% | +25.8% |
| All | +33.4% | -2.3% | +35.8% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling