+613.3%
LHX vs SW
+755.0%
-141.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -2.0% | -5.1% | +3.1% | -1.8% |
| 30D | -9.9% | -4.6% | -5.4% | -9.8% |
| 3M | -16.5% | +9.4% | -25.9% | -16.9% |
| 6M | -29.6% | +3.5% | -33.1% | -29.8% |
| YTD | -11.6% | +22.0% | -33.6% | -12.5% |
| 1Y | -4.1% | +2.2% | -6.3% | -4.5% |
| 3Y | +53.3% | +19.6% | +33.7% | +50.9% |
| 5Y | +22.3% | -2.3% | +24.6% | +20.0% |
| 10Y | +231.9% | +181.4% | +50.5% | +210.3% |
| All | +613.3% | +755.0% | -141.7% | +561.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling