+3,343.4%
STX vs LHX
+227.8%
+3,115.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.4% |
| 7D | -2.3% | -4.3% | +2.0% | -1.0% |
| 30D | -5.5% | -15.1% | +9.7% | -1.0% |
| 3M | -4.3% | -21.0% | +16.7% | +1.6% |
| 6M | +115.6% | -32.0% | +147.6% | +140.0% |
| YTD | +202.2% | -15.3% | +217.5% | +211.6% |
| 1Y | +325.3% | -11.1% | +336.3% | +330.5% |
| 3Y | +1,283.9% | +54.0% | +1,229.9% | +1,039.7% |
| 5Y | +1,048.3% | +17.1% | +1,031.2% | +916.3% |
| All | +3,343.4% | +227.8% | +3,115.6% | +1,782.2% |
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