+7,679.3%
LHX vs ED
+2,238.5%
+5,440.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | -10.4% | +1.1% | -11.5% | -10.8% |
| 3M | -14.9% | +4.6% | -19.6% | -16.4% |
| 6M | -29.6% | -2.0% | -27.7% | -29.2% |
| YTD | -11.8% | +11.7% | -23.5% | -15.6% |
| 1Y | -5.1% | +15.7% | -20.8% | -10.4% |
| 3Y | +61.3% | +34.4% | +27.0% | +42.7% |
| 5Y | +22.4% | +67.3% | -44.9% | -0.7% |
| 10Y | +232.2% | +104.0% | +128.2% | +148.6% |
| All | +7,679.3% | +2,238.5% | +5,440.9% | +2,606.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling