+513.6%
EWT vs LHX
+227.8%
+285.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.0% |
| 7D | -1.1% | -4.3% | +3.1% | -0.3% |
| 30D | +4.5% | -15.1% | +19.6% | +7.7% |
| 3M | +8.3% | -21.0% | +29.2% | +12.8% |
| 6M | +54.2% | -32.0% | +86.2% | +65.7% |
| YTD | +74.6% | -15.3% | +89.9% | +78.6% |
| 1Y | +84.9% | -11.1% | +96.0% | +86.8% |
| 3Y | +197.5% | +54.0% | +143.5% | +163.7% |
| 5Y | +150.6% | +17.1% | +133.5% | +131.9% |
| All | +513.6% | +227.8% | +285.8% | +348.2% |
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