+813.5%
SPYM vs LHX
+793.1%
+20.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.0% | -4.8% | +2.8% | -0.4% |
| 30D | -1.6% | -12.7% | +11.1% | +2.7% |
| 3M | +4.7% | -17.6% | +22.4% | +10.8% |
| 6M | +12.6% | -30.7% | +43.3% | +25.7% |
| YTD | +11.8% | -14.3% | +26.1% | +15.9% |
| 1Y | +17.5% | -8.4% | +25.9% | +18.8% |
| 3Y | +77.0% | +56.7% | +20.3% | +47.2% |
| 5Y | +82.6% | +18.5% | +64.1% | +63.7% |
| 10Y | +320.3% | +229.6% | +90.8% | +160.5% |
| All | +813.5% | +793.1% | +20.4% | +284.8% |
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