+117.8%
EW vs LHX
+227.8%
-110.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.4% |
| 7D | -6.2% | -4.3% | -1.9% | -4.9% |
| 30D | -9.3% | -15.1% | +5.8% | -4.7% |
| 3M | -1.6% | -21.0% | +19.3% | +5.3% |
| 6M | -0.8% | -32.0% | +31.1% | +11.1% |
| YTD | -1.0% | -15.3% | +14.3% | +2.7% |
| 1Y | +8.2% | -11.1% | +19.2% | +10.1% |
| 3Y | +12.7% | +54.0% | -41.3% | -8.8% |
| 5Y | -30.2% | +17.1% | -47.3% | -38.2% |
| All | +117.8% | +227.8% | -110.0% | +58.2% |
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