+20,672.1%
ETN vs LHX
+7,762.2%
+12,910.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | +3.5% | -4.3% | +7.8% | +5.0% |
| 30D | -7.5% | -15.1% | +7.6% | -2.4% |
| 3M | +8.3% | -21.0% | +29.3% | +16.2% |
| 6M | +20.2% | -32.0% | +52.2% | +35.4% |
| YTD | +34.7% | -15.3% | +50.0% | +40.3% |
| 1Y | +19.4% | -11.1% | +30.5% | +22.2% |
| 3Y | +85.5% | +54.0% | +31.5% | +55.4% |
| 5Y | +186.6% | +17.1% | +169.5% | +158.6% |
| 10Y | +724.7% | +225.8% | +498.9% | +424.4% |
| All | +20,672.1% | +7,762.2% | +12,910.0% | +5,459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling