+161.5%
SLV vs LHX
+17.8%
+143.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.1% |
| 7D | -5.0% | -4.8% | -0.2% | -4.0% |
| 30D | -1.8% | -12.7% | +11.0% | +1.1% |
| 3M | -0.3% | -17.6% | +17.4% | +3.7% |
| 6M | -28.2% | -30.7% | +2.5% | -22.2% |
| YTD | -10.7% | -14.3% | +3.6% | -6.8% |
| 1Y | +53.7% | -8.4% | +62.1% | +58.5% |
| 3Y | +173.7% | +56.7% | +117.0% | +151.1% |
| 5Y | +161.5% | +18.5% | +143.0% | +156.5% |
| All | +161.5% | +17.8% | +143.7% | +156.5% |
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