-17.1%
SWKS vs LHX
+59.4%
-76.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.8% |
| 7D | +12.5% | -2.0% | +14.5% | +12.9% |
| 30D | +10.5% | -9.9% | +20.4% | +12.6% |
| 3M | -7.4% | -16.5% | +9.1% | -4.5% |
| 6M | +32.7% | -29.6% | +62.3% | +43.3% |
| YTD | +19.2% | -11.6% | +30.7% | +18.4% |
| 1Y | +2.4% | -4.1% | +6.5% | -1.7% |
| All | -17.1% | +59.4% | -76.5% | -32.3% |
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