+18.7%
LHX vs SYY
+23.4%
-4.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -4.3% | +3.9% | -8.2% | -5.2% |
| 30D | -15.1% | -1.7% | -13.4% | -14.8% |
| 3M | -21.0% | +5.2% | -26.1% | -22.0% |
| 6M | -32.0% | -0.2% | -31.8% | -32.3% |
| YTD | -15.3% | +15.4% | -30.7% | -19.1% |
| 1Y | -11.1% | +5.6% | -16.6% | -13.0% |
| 3Y | +54.0% | +28.9% | +25.1% | +41.4% |
| All | +18.7% | +23.4% | -4.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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