+17,056.4%
STX vs LHX
+3,328.6%
+13,727.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.6% |
| 7D | +10.7% | -2.5% | +13.2% | +11.9% |
| 30D | +11.3% | -10.4% | +21.6% | +16.6% |
| 3M | +3.2% | -14.9% | +18.2% | +9.2% |
| 6M | +157.0% | -29.6% | +186.6% | +195.3% |
| YTD | +229.2% | -11.8% | +241.0% | +239.1% |
| 1Y | +381.8% | -5.1% | +386.9% | +377.9% |
| 3Y | +1,383.2% | +61.3% | +1,321.9% | +1,016.4% |
| 5Y | +1,144.9% | +22.4% | +1,122.5% | +930.6% |
| 10Y | +3,676.0% | +232.2% | +3,443.8% | +1,655.5% |
| All | +17,056.4% | +3,328.6% | +13,727.8% | +2,931.8% |
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