+97.9%
EWT vs LHX
-4.7%
+102.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +1.9% |
| 7D | +4.0% | -2.4% | +6.4% | +4.0% |
| 30D | +10.3% | -10.4% | +20.7% | +10.4% |
| 3M | +6.1% | -16.9% | +23.0% | +6.6% |
| 6M | +56.6% | -29.9% | +86.6% | +62.9% |
| YTD | +76.6% | -12.0% | +88.6% | +75.0% |
| 1Y | +97.9% | -4.5% | +102.4% | +96.1% |
| All | +97.9% | -4.7% | +102.5% | +96.1% |
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