+181.6%
SE vs LHX
+55.8%
+125.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -4.8% | -4.8% | 0.0% | -3.9% |
| 30D | -18.1% | -12.7% | -5.4% | -15.9% |
| 3M | +30.6% | -17.6% | +48.3% | +35.5% |
| 6M | +20.8% | -30.7% | +51.5% | +29.8% |
| YTD | -15.6% | -14.3% | -1.2% | -12.4% |
| 1Y | -44.2% | -8.4% | -35.8% | -42.6% |
| All | +181.6% | +55.8% | +125.8% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling