+5,992.2%
SO vs LHX
+7,918.1%
-1,925.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | 0.0% | -3.7% | +3.7% | +0.6% |
| 30D | -2.5% | -13.2% | +10.7% | -0.5% |
| 3M | -4.2% | -18.4% | +14.2% | -1.5% |
| 6M | -7.7% | -32.0% | +24.3% | -2.6% |
| YTD | +3.8% | -13.6% | +17.4% | +5.6% |
| 1Y | +0.1% | -6.0% | +6.0% | +0.4% |
| 3Y | +44.2% | +57.9% | -13.7% | +33.8% |
| 5Y | +57.9% | +19.2% | +38.6% | +51.7% |
| 10Y | +162.0% | +232.3% | -70.3% | +124.7% |
| All | +5,992.2% | +7,918.1% | -1,925.9% | +3,902.3% |
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 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