+96.2%
SMH vs LHX
-4.2%
+100.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.6% |
| 7D | +2.5% | -2.0% | +4.5% | +2.5% |
| 30D | -0.5% | -9.9% | +9.5% | -0.8% |
| 3M | -9.6% | -16.5% | +6.8% | -9.7% |
| 6M | +42.1% | -29.6% | +71.7% | +47.9% |
| YTD | +57.4% | -11.6% | +69.0% | +54.3% |
| 1Y | +96.2% | -4.1% | +100.3% | +94.6% |
| All | +96.2% | -4.2% | +100.4% | +94.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling