-14.4%
SMR vs LHX
+6.9%
-21.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.1% | -14.5% | -15.1% |
| 7D | -11.2% | -4.3% | -7.0% | -9.1% |
| 30D | -10.2% | -15.1% | +4.9% | -2.4% |
| 3M | -10.0% | -21.0% | +10.9% | +0.1% |
| 6M | -30.5% | -32.0% | +1.5% | -14.7% |
| YTD | -39.2% | -15.3% | -23.9% | -34.0% |
| 1Y | -75.5% | -11.1% | -64.5% | -74.4% |
| 3Y | +45.4% | +54.0% | -8.6% | +11.6% |
| All | -14.4% | +6.9% | -21.3% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling