+66.7%
SNXX vs LHX
-25.8%
+92.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -6.5% | -9.3% | -23.5% |
| 7D | -47.8% | -0.3% | -47.5% | -47.6% |
| 30D | -66.0% | +9.7% | -75.7% | -60.3% |
| 3M | -57.5% | -8.5% | -49.0% | -59.4% |
| 6M | -66.7% | -15.1% | -51.6% | -68.5% |
| All | +66.7% | -25.8% | +92.5% | +111.4% |
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