+190.8%
EQT vs LHX
+16.3%
+174.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -2.0% | -4.3% | +2.3% | -0.6% |
| 30D | 0.0% | -15.1% | +15.2% | +5.3% |
| 3M | +5.9% | -21.0% | +26.9% | +13.7% |
| 6M | -14.8% | -32.0% | +17.2% | -4.0% |
| YTD | +1.8% | -15.3% | +17.1% | +4.9% |
| 1Y | +7.4% | -11.1% | +18.4% | +8.0% |
| 3Y | +33.6% | +54.0% | -20.4% | +3.5% |
| All | +190.8% | +16.3% | +174.5% | +152.0% |
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