-73.1%
SMR vs LHX
-4.7%
-68.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +4.4% | -2.4% | +6.8% | +5.1% |
| 30D | +3.4% | -10.4% | +13.8% | +6.6% |
| 3M | -19.2% | -16.9% | -2.3% | -14.9% |
| 6M | -22.6% | -29.9% | +7.3% | -4.6% |
| YTD | -31.5% | -12.0% | -19.6% | -26.0% |
| 1Y | -73.1% | -4.5% | -68.5% | -68.4% |
| All | -73.1% | -4.7% | -68.4% | -68.4% |
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