+113.9%
SOXX vs LHX
-4.2%
+118.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.4% |
| 7D | +2.2% | -2.0% | +4.2% | +2.1% |
| 30D | -2.0% | -9.9% | +7.9% | -2.5% |
| 3M | -13.7% | -16.5% | +2.8% | -13.9% |
| 6M | +52.4% | -29.6% | +82.0% | +59.5% |
| YTD | +72.8% | -11.6% | +84.4% | +69.3% |
| 1Y | +113.9% | -4.1% | +118.0% | +113.0% |
| All | +113.9% | -4.2% | +118.1% | +113.0% |
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 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