+14.8%
SPYM vs LHX
-8.3%
+23.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.1% | +1.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.8% |
| 30D | -1.1% | +9.7% | -10.7% | -1.6% |
| 3M | -0.3% | -8.5% | +8.2% | +0.1% |
| 6M | +7.3% | -15.1% | +22.4% | +8.3% |
| YTD | +13.4% | -10.4% | +23.8% | +12.2% |
| 1Y | +14.8% | -9.3% | +24.1% | +13.3% |
| All | +14.8% | -8.3% | +23.1% | +13.3% |
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 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