+250.1%
SPOT vs LHX
+81.8%
+168.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -6.9% | -4.8% | -2.1% | -6.3% |
| 30D | +4.1% | -12.7% | +16.9% | +5.9% |
| 3M | +3.7% | -17.6% | +21.3% | +6.0% |
| 6M | -1.6% | -30.7% | +29.1% | +2.9% |
| YTD | -10.2% | -14.3% | +4.2% | -8.9% |
| 1Y | -25.9% | -8.4% | -17.5% | -25.7% |
| 3Y | +235.6% | +56.7% | +178.9% | +206.1% |
| 5Y | +110.6% | +18.5% | +92.1% | +99.0% |
| All | +250.1% | +81.8% | +168.3% | +183.1% |
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