+49.5%
EQT vs LHX
+231.6%
-182.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.2% | -4.8% | +3.6% | +0.3% |
| 30D | +1.1% | -12.7% | +13.8% | +5.3% |
| 3M | +4.8% | -17.6% | +22.4% | +10.6% |
| 6M | -10.6% | -30.7% | +20.1% | -0.7% |
| YTD | +3.4% | -14.3% | +17.8% | +6.6% |
| 1Y | +8.7% | -8.4% | +17.1% | +9.2% |
| 3Y | +35.0% | +56.7% | -21.7% | +11.7% |
| 5Y | +204.2% | +18.5% | +185.8% | +174.8% |
| All | +49.5% | +231.6% | -182.0% | -2.5% |
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