-9.3%
LHX vs ECL
+23.8%
-33.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.4% | -9.8% | -7.2% |
| 7D | -0.3% | +7.7% | -8.1% | -2.2% |
| 30D | +9.7% | +13.7% | -4.0% | +6.4% |
| 3M | -8.5% | +11.6% | -20.1% | -10.9% |
| 6M | -15.1% | +23.9% | -39.0% | -19.3% |
| YTD | -10.4% | +21.0% | -31.4% | -15.5% |
| 1Y | -9.3% | +23.1% | -32.4% | -15.0% |
| All | -9.3% | +23.8% | -33.0% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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