+18.7%
LHX vs EAT
+313.1%
-294.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -4.3% | -7.7% | +3.4% | -4.0% |
| 30D | -15.1% | -13.6% | -1.6% | -14.7% |
| 3M | -21.0% | +33.9% | -54.8% | -22.0% |
| 6M | -32.0% | +47.2% | -79.2% | -33.3% |
| YTD | -15.3% | +48.1% | -63.4% | -17.0% |
| 1Y | -11.1% | +33.7% | -44.7% | -12.4% |
| 3Y | +54.0% | +595.8% | -541.8% | +38.7% |
| All | +18.7% | +313.1% | -294.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling