+54.5%
SAP vs LHX
+16.3%
+38.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -4.1% | -4.3% | +0.2% | -3.6% |
| 30D | +1.1% | -15.1% | +16.2% | +3.0% |
| 3M | +26.1% | -21.0% | +47.1% | +29.4% |
| 6M | +9.8% | -32.0% | +41.8% | +14.6% |
| YTD | -13.6% | -15.3% | +1.8% | -12.3% |
| 1Y | -18.7% | -11.1% | -7.6% | -18.1% |
| 3Y | +54.1% | +54.0% | +0.1% | +44.0% |
| All | +54.5% | +16.3% | +38.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling