+142.8%
EFA vs LHX
+227.8%
-85.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -1.5% | -4.3% | +2.7% | -0.4% |
| 30D | -1.7% | -15.1% | +13.5% | +2.4% |
| 3M | +3.5% | -21.0% | +24.5% | +9.4% |
| 6M | +9.5% | -32.0% | +41.5% | +20.3% |
| YTD | +12.9% | -15.3% | +28.2% | +16.5% |
| 1Y | +18.2% | -11.1% | +29.3% | +20.1% |
| 3Y | +64.8% | +54.0% | +10.8% | +41.7% |
| 5Y | +53.9% | +17.1% | +36.8% | +39.9% |
| All | +142.8% | +227.8% | -85.0% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling