+222.0%
LHX vs ECL
+160.1%
+62.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.8% |
| 7D | -4.3% | -1.1% | -3.1% | -3.9% |
| 30D | -15.1% | -0.8% | -14.3% | -14.9% |
| 3M | -21.0% | +5.0% | -26.0% | -22.6% |
| 6M | -32.0% | +0.2% | -32.2% | -32.3% |
| YTD | -15.3% | +5.8% | -21.1% | -17.6% |
| 1Y | -11.1% | +1.5% | -12.6% | -12.3% |
| 3Y | +54.0% | +55.0% | -1.0% | +27.1% |
| 5Y | +17.1% | +29.3% | -12.2% | +2.5% |
| All | +222.0% | +160.1% | +62.0% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling