+1,537.1%
SOXX vs LHX
+227.8%
+1,309.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +1.4% | -4.3% | +5.6% | +2.7% |
| 30D | -3.6% | -15.1% | +11.6% | +1.2% |
| 3M | -10.2% | -21.0% | +10.8% | -4.3% |
| 6M | +54.2% | -32.0% | +86.2% | +72.6% |
| YTD | +75.2% | -15.3% | +90.5% | +80.9% |
| 1Y | +107.5% | -11.1% | +118.6% | +110.1% |
| 3Y | +226.8% | +54.0% | +172.7% | +165.5% |
| 5Y | +251.2% | +17.1% | +234.1% | +207.8% |
| All | +1,537.1% | +227.8% | +1,309.3% | +849.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling