+2,037.8%
STM vs LHX
+6,072.3%
-4,034.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | +4.8% | +7.2% | +9.3% |
| 30D | -0.4% | +14.7% | -15.0% | -7.5% |
| 3M | -13.2% | -5.1% | -8.1% | -11.3% |
| 6M | -26.1% | -9.9% | -16.2% | -24.2% |
| YTD | +81.2% | -6.1% | +87.3% | +79.1% |
| 1Y | +98.3% | -4.0% | +102.3% | +93.5% |
| 3Y | +16.7% | +56.9% | -40.2% | -15.9% |
| 5Y | -4.8% | +36.6% | -41.4% | -29.6% |
| 10Y | +468.8% | +217.5% | +251.3% | +140.2% |
| All | +2,037.8% | +6,072.3% | -4,034.5% | +45.9% |
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