+7,517.2%
LHX vs EAT
+10,884.1%
-3,366.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.6% |
| 7D | -3.7% | -6.8% | +3.1% | -2.7% |
| 30D | -13.2% | -5.4% | -7.8% | -12.6% |
| 3M | -18.4% | +42.8% | -61.1% | -23.0% |
| 6M | -32.0% | +56.5% | -88.5% | -37.1% |
| YTD | -13.6% | +50.0% | -63.7% | -19.9% |
| 1Y | -6.0% | +38.3% | -44.2% | -12.2% |
| 3Y | +57.9% | +591.6% | -533.7% | +10.4% |
| 5Y | +19.2% | +312.6% | -293.4% | -13.3% |
| 10Y | +232.3% | +381.4% | -149.2% | +105.7% |
| All | +7,517.2% | +10,884.1% | -3,366.9% | +2,184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling