-51.2%
SWKS vs LHX
+23.0%
-74.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +11.8% | -2.5% | +14.3% | +12.3% |
| 30D | +6.7% | -10.4% | +17.1% | +8.9% |
| 3M | 0.0% | -14.9% | +15.0% | +2.6% |
| 6M | +38.7% | -29.6% | +68.3% | +48.5% |
| YTD | +21.4% | -11.8% | +33.2% | +22.1% |
| 1Y | +2.9% | -5.1% | +8.0% | +1.3% |
| 3Y | -16.4% | +61.3% | -77.7% | -27.8% |
| 5Y | -51.2% | +22.4% | -73.5% | -57.3% |
| All | -51.2% | +23.0% | -74.2% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling