+1,337.5%
STX vs LHX
+55.8%
+1,281.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.6% |
| 7D | +8.0% | -4.8% | +12.8% | +8.2% |
| 30D | +5.1% | -12.7% | +17.8% | +5.8% |
| 3M | +5.8% | -17.6% | +23.4% | +6.7% |
| 6M | +124.9% | -30.7% | +155.7% | +135.3% |
| YTD | +213.9% | -14.3% | +228.2% | +215.2% |
| 1Y | +350.4% | -8.4% | +358.8% | +347.0% |
| All | +1,337.5% | +55.8% | +1,281.8% | +1,294.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling