+171.9%
SAP vs LHX
+227.8%
-56.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -4.1% | -4.3% | +0.2% | -3.0% |
| 30D | +1.1% | -15.1% | +16.2% | +5.3% |
| 3M | +26.1% | -21.0% | +47.1% | +33.5% |
| 6M | +9.8% | -32.0% | +41.8% | +20.6% |
| YTD | -13.6% | -15.3% | +1.8% | -10.8% |
| 1Y | -18.7% | -11.1% | -7.6% | -17.4% |
| 3Y | +54.1% | +54.0% | +0.1% | +31.8% |
| 5Y | +54.7% | +17.1% | +37.6% | +40.2% |
| All | +171.9% | +227.8% | -56.0% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling