-48.8%
SE vs LHX
-8.3%
-40.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.5% | +10.9% | +5.3% |
| 7D | +6.7% | -0.3% | +7.0% | +6.3% |
| 30D | -17.2% | +9.7% | -26.9% | -19.0% |
| 3M | -28.0% | -8.5% | -19.5% | -26.8% |
| 6M | -6.1% | -15.1% | +9.0% | -2.9% |
| YTD | -37.1% | -10.4% | -26.7% | -33.9% |
| 1Y | -48.8% | -9.3% | -39.5% | -46.0% |
| All | -48.8% | -8.3% | -40.5% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling