+5.0%
SYK vs LHX
+17.6%
-12.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.8% |
| 7D | -12.3% | -4.8% | -7.5% | -11.4% |
| 30D | -22.4% | -12.7% | -9.7% | -20.1% |
| 3M | -12.3% | -17.6% | +5.3% | -8.8% |
| 6M | -24.3% | -30.7% | +6.4% | -18.2% |
| YTD | -22.8% | -14.3% | -8.4% | -20.7% |
| 1Y | -28.8% | -8.4% | -20.4% | -28.2% |
| 3Y | -4.0% | +56.7% | -60.6% | -16.5% |
| All | +5.0% | +17.6% | -12.6% | -4.9% |
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