-22.3%
SYK vs LHX
-4.2%
-18.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -8.3% | -2.0% | -6.4% | -8.1% |
| 30D | -10.1% | -9.9% | -0.1% | -8.7% |
| 3M | +0.9% | -16.5% | +17.4% | +3.2% |
| 6M | -20.2% | -29.6% | +9.4% | -17.3% |
| YTD | -13.3% | -11.6% | -1.7% | -11.5% |
| 1Y | -22.3% | -4.1% | -18.3% | -20.8% |
| All | -22.3% | -4.2% | -18.1% | -20.8% |
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 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