-50.9%
SPCH vs LHX
-19.8%
-31.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +5.2% |
| 7D | +4.0% | -4.3% | +8.2% | +9.1% |
| 30D | +3.8% | -15.1% | +19.0% | +23.0% |
| All | -50.9% | -19.8% | -31.1% | -34.9% |
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 · Available span rolling