+617.9%
LHX vs SW
+730.4%
-112.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -7.3% | +4.7% | -12.0% | -7.5% |
| 30D | +8.5% | +5.0% | +3.5% | +8.3% |
| 3M | -9.4% | -7.3% | -2.0% | -9.1% |
| 6M | -14.0% | +15.0% | -28.9% | -14.6% |
| YTD | -11.0% | +18.5% | -29.5% | -11.8% |
| 1Y | -8.6% | +27.1% | -35.7% | -9.7% |
| 3Y | +47.3% | +49.3% | -2.1% | +44.0% |
| 5Y | +27.3% | -1.6% | +29.0% | +25.0% |
| 10Y | +230.2% | +185.4% | +44.8% | +208.8% |
| All | +617.9% | +730.4% | -112.5% | +565.8% |
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 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