+13,399.1%
SPGI vs LHX
+8,088.8%
+5,310.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -2.5% | -2.5% | 0.0% | -1.7% |
| 30D | +5.4% | -10.4% | +15.8% | +8.8% |
| 3M | +9.0% | -14.9% | +24.0% | +13.8% |
| 6M | +0.8% | -29.6% | +30.4% | +11.0% |
| YTD | -12.6% | -11.8% | -0.8% | -10.2% |
| 1Y | -16.1% | -5.1% | -11.1% | -15.9% |
| 3Y | +19.0% | +61.3% | -42.3% | +1.1% |
| 5Y | +5.1% | +22.4% | -17.3% | -4.6% |
| 10Y | +295.5% | +232.2% | +63.2% | +165.9% |
| All | +13,399.1% | +8,088.8% | +5,310.4% | +5,186.4% |
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