+597.0%
SE vs LHX
+122.0%
+475.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.4% |
| 30D | -0.1% | -10.4% | +10.3% | +3.4% |
| 3M | +34.1% | -14.9% | +49.1% | +40.7% |
| 6M | +23.2% | -29.6% | +52.8% | +37.7% |
| YTD | -11.2% | -11.8% | +0.6% | -8.2% |
| 1Y | -40.5% | -5.1% | -35.5% | -40.2% |
| 3Y | +196.3% | +61.3% | +135.0% | +142.8% |
| 5Y | -67.0% | +22.4% | -89.4% | -71.0% |
| All | +597.0% | +122.0% | +475.0% | +347.9% |
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