+52.7%
SWKS vs LHX
+231.6%
-178.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.6% | +10.1% |
| 7D | +17.5% | -4.8% | +22.3% | +19.4% |
| 30D | +23.0% | -12.7% | +35.7% | +28.5% |
| 3M | +19.5% | -17.6% | +37.2% | +26.4% |
| 6M | +54.3% | -30.7% | +85.0% | +73.1% |
| YTD | +35.3% | -14.3% | +49.6% | +39.3% |
| 1Y | +17.9% | -8.4% | +26.3% | +17.9% |
| 3Y | -6.8% | +56.7% | -63.5% | -25.1% |
| 5Y | -45.4% | +18.5% | -63.9% | -52.7% |
| All | +52.7% | +231.6% | -178.9% | -15.0% |
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