-4.6%
STM vs LHX
+36.1%
-40.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +12.0% | +4.8% | +7.2% | +11.6% |
| 30D | -0.4% | +14.7% | -15.0% | -1.1% |
| 3M | -13.2% | -5.1% | -8.1% | -12.8% |
| 6M | -26.1% | -9.9% | -16.2% | -25.5% |
| YTD | +81.2% | -6.1% | +87.3% | +80.6% |
| 1Y | +98.3% | -4.0% | +102.3% | +96.8% |
| 3Y | +16.7% | +56.9% | -40.2% | +4.2% |
| All | -4.6% | +36.1% | -40.7% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling