+17.9%
SWKS vs LHX
-6.7%
+24.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.6% | +9.7% |
| 7D | +17.5% | -4.8% | +22.3% | +17.2% |
| 30D | +23.0% | -12.7% | +35.7% | +22.2% |
| 3M | +19.5% | -17.6% | +37.2% | +18.6% |
| 6M | +54.3% | -30.7% | +85.0% | +54.8% |
| YTD | +35.3% | -14.3% | +49.6% | +29.5% |
| 1Y | +17.9% | -8.4% | +26.3% | +14.2% |
| All | +17.9% | -6.7% | +24.6% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling