+233.5%
SPOT vs LHX
+54.0%
+179.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.7% |
| 7D | -3.1% | -4.3% | +1.2% | -3.2% |
| 30D | +7.4% | -15.1% | +22.5% | +7.0% |
| 3M | +8.2% | -21.0% | +29.1% | +7.7% |
| 6M | +2.2% | -32.0% | +34.2% | +1.5% |
| YTD | -9.5% | -15.3% | +5.9% | -9.3% |
| 1Y | -23.8% | -11.1% | -12.8% | -23.6% |
| 3Y | +233.5% | +54.0% | +179.5% | +261.5% |
| All | +233.5% | +54.0% | +179.5% | +261.5% |
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 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