+8,007.1%
SWKS vs LHX
+8,111.5%
-104.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.4% |
| 7D | +12.5% | -2.0% | +14.5% | +13.6% |
| 30D | +10.5% | -9.9% | +20.4% | +16.4% |
| 3M | -7.4% | -16.5% | +9.1% | 0.0% |
| 6M | +32.7% | -29.6% | +62.3% | +55.7% |
| YTD | +19.2% | -11.6% | +30.7% | +23.2% |
| 1Y | +2.4% | -4.1% | +6.5% | +0.9% |
| 3Y | -25.6% | +53.3% | -78.9% | -43.7% |
| 5Y | -53.4% | +22.3% | -75.7% | -62.0% |
| 10Y | +23.2% | +231.9% | -208.7% | -45.2% |
| All | +8,007.1% | +8,111.5% | -104.4% | +882.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling