+1,817.6%
SMH vs LHX
+227.8%
+1,589.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +0.3% | -4.3% | +4.5% | +1.5% |
| 30D | -2.8% | -15.1% | +12.4% | +1.8% |
| 3M | -6.7% | -21.0% | +14.3% | -1.0% |
| 6M | +41.8% | -32.0% | +73.8% | +57.6% |
| YTD | +57.9% | -15.3% | +73.2% | +62.8% |
| 1Y | +87.6% | -11.1% | +98.7% | +89.9% |
| 3Y | +282.9% | +54.0% | +228.9% | +215.4% |
| 5Y | +330.4% | +17.1% | +313.3% | +280.5% |
| All | +1,817.6% | +227.8% | +1,589.8% | +1,055.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling