+76.4%
SLB vs LHX
+36.1%
+40.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.5% | +4.8% | -1.3% | +1.3% |
| 30D | +6.5% | +14.7% | -8.2% | -0.2% |
| 3M | -0.2% | -5.1% | +4.9% | +1.7% |
| 6M | -5.7% | -9.9% | +4.2% | -2.2% |
| YTD | +36.8% | -6.1% | +42.9% | +37.3% |
| 1Y | +45.8% | -4.0% | +49.8% | +44.4% |
| 3Y | +3.4% | +56.9% | -53.6% | -22.8% |
| All | +76.4% | +36.1% | +40.2% | +42.7% |
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 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