-11.1%
LHX vs ECL
+3.7%
-14.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -4.3% | -1.1% | -3.1% | -4.0% |
| 30D | -15.1% | -0.8% | -14.3% | -15.0% |
| 3M | -21.0% | +5.0% | -26.0% | -22.0% |
| 6M | -32.0% | +0.2% | -32.2% | -32.2% |
| YTD | -15.3% | +5.8% | -21.1% | -17.6% |
| 1Y | -11.1% | +1.5% | -12.6% | -12.4% |
| All | -11.1% | +3.7% | -14.7% | -12.4% |
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