+247.9%
SOXX vs LHX
+16.3%
+231.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +1.4% | -4.3% | +5.6% | +1.9% |
| 30D | -3.6% | -15.1% | +11.6% | -1.7% |
| 3M | -10.2% | -21.0% | +10.8% | -7.8% |
| 6M | +54.2% | -32.0% | +86.2% | +62.9% |
| YTD | +75.2% | -15.3% | +90.5% | +77.3% |
| 1Y | +107.5% | -11.1% | +118.6% | +107.9% |
| 3Y | +226.8% | +54.0% | +172.7% | +194.5% |
| All | +247.9% | +16.3% | +231.6% | +215.5% |
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