+2,550.6%
SOXX vs LHX
+2,855.7%
-305.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | +1.4% | -4.3% | +5.6% | +3.5% |
| 30D | -3.6% | -15.1% | +11.6% | +4.0% |
| 3M | -10.2% | -21.0% | +10.8% | -1.2% |
| 6M | +54.2% | -32.0% | +86.2% | +81.6% |
| YTD | +75.2% | -15.3% | +90.5% | +84.3% |
| 1Y | +107.5% | -11.1% | +118.6% | +112.3% |
| 3Y | +226.8% | +54.0% | +172.7% | +147.3% |
| 5Y | +251.2% | +17.1% | +234.1% | +193.5% |
| 10Y | +1,567.6% | +225.8% | +1,341.9% | +657.2% |
| All | +2,550.6% | +2,855.7% | -305.1% | +203.3% |
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