+18.7%
LHX vs EFV
+95.9%
-77.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -4.3% | -0.8% | -3.4% | -4.0% |
| 30D | -15.1% | +0.6% | -15.8% | -15.3% |
| 3M | -21.0% | +7.5% | -28.5% | -23.2% |
| 6M | -32.0% | +13.0% | -45.0% | -35.1% |
| YTD | -15.3% | +18.3% | -33.6% | -20.7% |
| 1Y | -11.1% | +26.7% | -37.8% | -18.7% |
| 3Y | +54.0% | +89.6% | -35.6% | +21.7% |
| All | +18.7% | +95.9% | -77.2% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling