-16.3%
SOUN vs LHX
+12.9%
-29.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.6% |
| 7D | -6.8% | -4.8% | -2.0% | -4.1% |
| 30D | -15.2% | -12.7% | -2.5% | -8.2% |
| 3M | -7.0% | -17.6% | +10.7% | +2.9% |
| 6M | -20.5% | -30.7% | +10.2% | -1.4% |
| YTD | -37.0% | -14.3% | -22.7% | -32.9% |
| 1Y | -55.3% | -8.4% | -46.9% | -55.0% |
| 3Y | +173.0% | +56.7% | +116.4% | +65.1% |
| All | -16.3% | +12.9% | -29.1% | -23.0% |
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