+951.0%
SLB vs LHX
+8,088.8%
-7,137.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | -2.5% | +2.9% | +1.3% |
| 30D | +13.6% | -10.4% | +24.0% | +17.9% |
| 3M | +1.5% | -14.9% | +16.4% | +6.9% |
| 6M | +23.0% | -29.6% | +52.6% | +38.1% |
| YTD | +51.2% | -11.8% | +63.0% | +56.5% |
| 1Y | +63.5% | -5.1% | +68.6% | +64.4% |
| 3Y | +2.5% | +61.3% | -58.8% | -15.0% |
| 5Y | +139.2% | +22.4% | +116.8% | +117.0% |
| 10Y | -4.8% | +232.2% | -237.0% | -37.7% |
| All | +951.0% | +8,088.8% | -7,137.8% | +237.7% |
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 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