+222.0%
LHX vs EFV
+169.9%
+52.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.8% |
| 7D | -4.3% | -0.8% | -3.4% | -3.8% |
| 30D | -15.1% | +0.6% | -15.8% | -15.5% |
| 3M | -21.0% | +7.5% | -28.5% | -24.5% |
| 6M | -32.0% | +13.0% | -45.0% | -37.1% |
| YTD | -15.3% | +18.3% | -33.6% | -24.0% |
| 1Y | -11.1% | +26.7% | -37.8% | -23.4% |
| 3Y | +54.0% | +89.6% | -35.6% | +1.8% |
| 5Y | +17.1% | +98.2% | -81.1% | -26.2% |
| All | +222.0% | +169.9% | +52.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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