+1.5%
SMR vs LHX
+8.1%
-6.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.1% |
| 7D | +4.7% | -4.8% | +9.5% | +7.4% |
| 30D | +3.2% | -12.7% | +16.0% | +10.5% |
| 3M | +9.9% | -17.6% | +27.5% | +19.2% |
| 6M | -15.1% | -30.7% | +15.6% | +2.9% |
| YTD | -27.9% | -14.3% | -13.6% | -22.2% |
| 1Y | -70.2% | -8.4% | -61.8% | -69.4% |
| 3Y | +72.5% | +56.7% | +15.8% | +31.0% |
| All | +1.5% | +8.1% | -6.6% | -12.0% |
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