+16.4%
SPGI vs LHX
+57.1%
-40.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | -3.1% | -3.7% | +0.6% | -2.2% |
| 30D | +2.0% | -13.2% | +15.2% | +5.4% |
| 3M | +4.3% | -18.4% | +22.7% | +9.2% |
| 6M | -0.2% | -32.0% | +31.7% | +9.1% |
| YTD | -14.8% | -13.6% | -1.2% | -12.9% |
| 1Y | -18.5% | -6.0% | -12.6% | -19.1% |
| All | +16.4% | +57.1% | -40.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling