+3,061.7%
SPY vs LHX
+6,651.2%
-3,589.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -0.4% | -3.7% | +3.4% | +0.8% |
| 30D | -1.4% | -13.2% | +11.8% | +2.8% |
| 3M | +3.7% | -18.4% | +22.1% | +9.5% |
| 6M | +13.0% | -32.0% | +45.0% | +25.7% |
| YTD | +12.4% | -13.6% | +26.0% | +16.0% |
| 1Y | +18.5% | -6.0% | +24.5% | +18.9% |
| 3Y | +77.6% | +57.9% | +19.7% | +50.4% |
| 5Y | +81.7% | +19.2% | +62.5% | +64.8% |
| 10Y | +319.7% | +232.3% | +87.4% | +173.8% |
| All | +3,061.7% | +6,651.2% | -3,589.5% | +832.3% |
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 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