+76.9%
SPY vs LHX
+54.0%
+22.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -0.8% | -4.3% | +3.5% | -0.1% |
| 30D | -1.1% | -15.1% | +14.1% | +1.3% |
| 3M | +3.9% | -21.0% | +24.8% | +7.4% |
| 6M | +13.6% | -32.0% | +45.6% | +20.7% |
| YTD | +12.7% | -15.3% | +28.0% | +14.2% |
| 1Y | +17.5% | -11.1% | +28.6% | +17.7% |
| 3Y | +76.9% | +54.0% | +22.9% | +59.3% |
| All | +76.9% | +54.0% | +22.9% | +59.3% |
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