+21.3%
SHW vs LHX
+54.0%
-32.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.1% |
| 7D | -3.1% | -4.3% | +1.1% | -2.0% |
| 30D | -10.0% | -15.1% | +5.1% | -6.2% |
| 3M | +2.3% | -21.0% | +23.2% | +8.4% |
| 6M | +0.7% | -32.0% | +32.7% | +11.1% |
| YTD | +0.5% | -15.3% | +15.8% | +3.8% |
| 1Y | -11.5% | -11.1% | -0.4% | -10.2% |
| 3Y | +21.3% | +54.0% | -32.7% | +9.8% |
| All | +21.3% | +54.0% | -32.7% | +9.8% |
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