+1.3%
SWKS vs LHX
+61.1%
-59.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -3.1% | -0.6% | -2.5% | -3.1% |
| 30D | +8.3% | +16.5% | -8.1% | +5.6% |
| 3M | +20.2% | -4.3% | +24.5% | +21.5% |
| 6M | +24.9% | -7.1% | +32.0% | +26.4% |
| YTD | +33.2% | -4.8% | +38.0% | +30.0% |
| 1Y | +23.6% | -5.5% | +29.1% | +20.9% |
| 3Y | +1.3% | +60.5% | -59.2% | -25.8% |
| All | +1.3% | +61.1% | -59.9% | -25.8% |
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 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