-5.3%
SYK vs LHX
-9.1%
+3.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +7.5% | -7.3% | +14.8% | +8.2% |
| 30D | +20.4% | +8.5% | +12.0% | +18.2% |
| 3M | -0.3% | -9.4% | +9.1% | +0.3% |
| 6M | +14.2% | -14.0% | +28.1% | +15.2% |
| YTD | -3.8% | -11.0% | +7.1% | -0.7% |
| 1Y | -5.3% | -8.6% | +3.3% | -2.2% |
| All | -5.3% | -9.1% | +3.9% | -2.2% |
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 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