+43.4%
SMH vs LHX
-8.3%
+51.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.7% | -3.3% |
| 7D | -11.2% | -0.3% | -10.8% | -11.0% |
| 30D | -20.4% | +9.7% | -30.1% | -19.5% |
| 3M | -12.4% | -8.5% | -3.9% | -12.2% |
| 6M | -0.5% | -15.1% | +14.6% | -0.1% |
| YTD | +40.0% | -10.4% | +50.5% | +34.5% |
| 1Y | +43.4% | -9.3% | +52.7% | +36.6% |
| All | +43.4% | -8.3% | +51.7% | +36.6% |
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