+655.9%
STM vs LHX
+227.8%
+428.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.9% |
| 7D | -1.4% | -4.3% | +2.9% | -0.1% |
| 30D | -4.9% | -15.1% | +10.2% | -0.3% |
| 3M | -34.0% | -21.0% | -13.0% | -30.1% |
| 6M | +51.8% | -32.0% | +83.8% | +69.3% |
| YTD | +99.4% | -15.3% | +114.7% | +104.5% |
| 1Y | +99.1% | -11.1% | +110.1% | +99.7% |
| 3Y | +19.5% | +54.0% | -34.5% | -4.9% |
| 5Y | +19.5% | +17.1% | +2.4% | +2.4% |
| All | +655.9% | +227.8% | +428.0% | +345.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling