-45.9%
SE vs LHX
-9.5%
-36.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -5.2% | -4.3% | -1.0% | -4.2% |
| 30D | -17.1% | -15.1% | -1.9% | -13.6% |
| 3M | +24.0% | -21.0% | +44.9% | +31.9% |
| 6M | +21.0% | -32.0% | +53.0% | +35.6% |
| YTD | -16.7% | -15.3% | -1.4% | -13.0% |
| 1Y | -45.9% | -11.1% | -34.9% | -42.6% |
| All | -45.9% | -9.5% | -36.4% | -42.6% |
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