-85.6%
SMR vs LHX
-8.3%
-77.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.5% | +2.0% | -1.6% |
| 7D | -9.5% | -0.3% | -9.2% | -9.4% |
| 30D | -33.2% | +9.7% | -42.9% | -36.0% |
| 3M | -45.9% | -8.5% | -37.4% | -43.8% |
| 6M | -57.9% | -15.1% | -42.8% | -55.2% |
| YTD | -63.8% | -10.4% | -53.4% | -66.3% |
| 1Y | -85.6% | -9.3% | -76.3% | -86.9% |
| All | -85.6% | -8.3% | -77.3% | -86.9% |
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 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