+339.6%
SLV vs LHX
+758.9%
-419.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.7% |
| 7D | +2.8% | -3.7% | +6.5% | +3.5% |
| 30D | +2.2% | -13.2% | +15.4% | +4.8% |
| 3M | +2.9% | -18.4% | +21.3% | +6.5% |
| 6M | -22.4% | -32.0% | +9.5% | -17.0% |
| YTD | -5.7% | -13.6% | +7.9% | -3.1% |
| 1Y | +63.3% | -6.0% | +69.3% | +65.1% |
| 3Y | +189.0% | +57.9% | +131.1% | +164.2% |
| 5Y | +172.7% | +19.2% | +153.4% | +159.9% |
| 10Y | +235.3% | +232.3% | +3.0% | +155.8% |
| All | +339.6% | +758.9% | -419.3% | +130.9% |
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 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