+122.7%
SLB vs LHX
+16.3%
+106.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | -2.5% | -4.3% | +1.7% | -0.6% |
| 30D | +7.1% | -15.1% | +22.3% | +15.0% |
| 3M | +0.6% | -21.0% | +21.6% | +11.1% |
| 6M | +17.6% | -32.0% | +49.6% | +38.7% |
| YTD | +48.5% | -15.3% | +63.8% | +56.6% |
| 1Y | +59.4% | -11.1% | +70.4% | +63.2% |
| 3Y | -0.4% | +54.0% | -54.4% | -24.3% |
| All | +122.7% | +16.3% | +106.5% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling