+222.0%
LHX vs ED
+108.5%
+113.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -4.3% | -0.8% | -3.5% | -3.9% |
| 30D | -15.1% | -0.4% | -14.7% | -15.0% |
| 3M | -21.0% | +0.5% | -21.4% | -21.1% |
| 6M | -32.0% | -3.1% | -28.9% | -31.1% |
| YTD | -15.3% | +9.8% | -25.2% | -19.1% |
| 1Y | -11.1% | +12.6% | -23.6% | -16.1% |
| 3Y | +54.0% | +31.4% | +22.6% | +33.3% |
| 5Y | +17.1% | +69.4% | -52.3% | -11.0% |
| All | +222.0% | +108.5% | +113.5% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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