+20.1%
SPYM vs LHX
-4.7%
+24.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +0.1% | -2.4% | +2.5% | +0.3% |
| 30D | +0.1% | -10.4% | +10.4% | +0.7% |
| 3M | +2.0% | -16.9% | +18.9% | +3.2% |
| 6M | +13.1% | -29.9% | +43.0% | +16.8% |
| YTD | +13.6% | -12.0% | +25.6% | +13.6% |
| 1Y | +20.1% | -4.5% | +24.6% | +19.6% |
| All | +20.1% | -4.7% | +24.7% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling