+96.5%
STM vs LHX
-8.3%
+104.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.5% | +0.4% | -7.5% |
| 7D | -6.0% | -0.3% | -5.7% | -5.8% |
| 30D | -20.9% | +9.7% | -30.6% | -18.1% |
| 3M | -15.8% | -8.5% | -7.2% | -16.9% |
| 6M | -17.0% | -15.1% | -2.0% | -17.8% |
| YTD | +76.8% | -10.4% | +87.2% | +71.5% |
| 1Y | +96.5% | -9.3% | +105.8% | +90.3% |
| All | +96.5% | -8.3% | +104.8% | +90.3% |
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