+1,237.1%
SMH vs LHX
+2,463.5%
-1,226.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | +1.4% | -4.8% | +6.2% | +3.7% |
| 30D | -2.2% | -12.7% | +10.5% | +3.9% |
| 3M | -1.9% | -17.6% | +15.8% | +5.7% |
| 6M | +41.0% | -30.7% | +71.7% | +64.0% |
| YTD | +55.6% | -14.3% | +69.9% | +62.7% |
| 1Y | +86.8% | -8.4% | +95.2% | +88.6% |
| 3Y | +277.7% | +56.7% | +221.0% | +186.9% |
| 5Y | +324.2% | +18.5% | +305.7% | +255.1% |
| 10Y | +1,828.6% | +229.6% | +1,599.0% | +798.9% |
| All | +1,237.1% | +2,463.5% | -1,226.4% | +49.5% |
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 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