+2,273.4%
STM vs LHX
+5,695.9%
-3,422.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +5.2% | -2.5% | +7.7% | +6.6% |
| 30D | -7.4% | -10.4% | +3.0% | -2.1% |
| 3M | -30.6% | -14.9% | -15.7% | -26.3% |
| 6M | +66.4% | -29.6% | +96.0% | +95.1% |
| YTD | +101.1% | -11.8% | +113.0% | +106.6% |
| 1Y | +97.4% | -5.1% | +102.4% | +93.4% |
| 3Y | +21.1% | +61.3% | -40.2% | -14.5% |
| 5Y | +22.5% | +22.4% | +0.1% | -3.9% |
| 10Y | +657.6% | +232.2% | +425.4% | +210.5% |
| All | +2,273.4% | +5,695.9% | -3,422.4% | +68.3% |
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 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