+6,206.9%
EW vs LHX
+2,185.1%
+4,021.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.5% |
| 7D | -4.4% | -2.5% | -1.9% | -3.9% |
| 30D | -3.3% | -10.4% | +7.0% | -0.9% |
| 3M | +1.0% | -14.9% | +16.0% | +4.5% |
| 6M | +6.2% | -29.6% | +35.8% | +14.6% |
| YTD | +1.7% | -11.8% | +13.5% | +3.9% |
| 1Y | +8.1% | -5.1% | +13.2% | +8.3% |
| 3Y | +17.1% | +61.3% | -44.2% | +1.6% |
| 5Y | -29.4% | +22.4% | -51.7% | -35.0% |
| 10Y | +121.7% | +232.2% | -110.5% | +62.5% |
| All | +6,206.9% | +2,185.1% | +4,021.8% | +3,015.7% |
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