+2,194.5%
SAP vs LHX
+3,655.6%
-1,461.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.3% | -2.5% | +2.2% | +0.7% |
| 30D | +2.6% | -10.4% | +12.9% | +6.8% |
| 3M | +16.3% | -14.9% | +31.2% | +23.0% |
| 6M | +6.4% | -29.6% | +36.0% | +20.7% |
| YTD | -11.4% | -11.8% | +0.4% | -8.5% |
| 1Y | -20.4% | -5.1% | -15.3% | -20.5% |
| 3Y | +56.5% | +61.3% | -4.8% | +24.4% |
| 5Y | +56.8% | +22.4% | +34.4% | +34.8% |
| 10Y | +176.2% | +232.2% | -56.0% | +49.5% |
| All | +2,194.5% | +3,655.6% | -1,461.1% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling