+586.2%
EWT vs LHX
+2,535.3%
-1,949.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.2% |
| 7D | -1.1% | -4.3% | +3.1% | +0.3% |
| 30D | +4.5% | -15.1% | +19.6% | +10.0% |
| 3M | +8.3% | -21.0% | +29.2% | +15.9% |
| 6M | +54.2% | -32.0% | +86.2% | +73.1% |
| YTD | +74.6% | -15.3% | +89.9% | +81.4% |
| 1Y | +84.9% | -11.1% | +96.0% | +88.5% |
| 3Y | +197.5% | +54.0% | +143.5% | +147.8% |
| 5Y | +150.6% | +17.1% | +133.5% | +122.9% |
| 10Y | +516.1% | +225.8% | +290.3% | +256.7% |
| All | +586.2% | +2,535.3% | -1,949.1% | +82.4% |
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