-5.5%
ETN vs LHX
-8.3%
+2.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.5% | -3.4% | -9.4% |
| 7D | -10.1% | -0.3% | -9.8% | -9.7% |
| 30D | -18.4% | +9.7% | -28.0% | -18.1% |
| 3M | -20.4% | -8.5% | -11.9% | -19.1% |
| 6M | -16.0% | -15.1% | -0.9% | -14.0% |
| YTD | +11.8% | -10.4% | +22.2% | +7.3% |
| 1Y | -5.5% | -9.3% | +3.8% | -10.8% |
| All | -5.5% | -8.3% | +2.8% | -10.8% |
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