-5.8%
SLB vs LHX
+227.8%
-233.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | -2.5% | -4.3% | +1.7% | -0.4% |
| 30D | +7.1% | -15.1% | +22.3% | +16.1% |
| 3M | +0.6% | -21.0% | +21.6% | +12.4% |
| 6M | +17.6% | -32.0% | +49.6% | +41.2% |
| YTD | +48.5% | -15.3% | +63.8% | +58.3% |
| 1Y | +59.4% | -11.1% | +70.4% | +64.7% |
| 3Y | -0.4% | +54.0% | -54.4% | -24.5% |
| 5Y | +133.8% | +17.1% | +116.7% | +102.0% |
| All | -5.8% | +227.8% | -233.6% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling