+59.1%
SO vs LHX
+17.8%
+41.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.1% | -4.8% | +3.6% | +0.1% |
| 30D | -3.7% | -12.7% | +9.0% | -0.5% |
| 3M | -5.9% | -17.6% | +11.7% | -1.6% |
| 6M | -7.3% | -30.7% | +23.4% | +1.3% |
| YTD | +3.1% | -14.3% | +17.5% | +6.0% |
| 1Y | -1.0% | -8.4% | +7.4% | -0.4% |
| 3Y | +43.2% | +56.7% | -13.4% | +22.0% |
| 5Y | +59.1% | +18.5% | +40.6% | +44.9% |
| All | +59.1% | +17.8% | +41.3% | +44.9% |
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 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