+1,020.9%
LHX vs EFV
+252.1%
+768.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -4.8% | -2.0% | -2.8% | -3.5% |
| 30D | -12.7% | -0.2% | -12.6% | -12.6% |
| 3M | -17.6% | +9.1% | -26.8% | -22.7% |
| 6M | -30.7% | +11.7% | -42.4% | -36.2% |
| YTD | -14.3% | +17.0% | -31.4% | -23.8% |
| 1Y | -8.4% | +26.7% | -35.1% | -22.9% |
| 3Y | +56.7% | +90.2% | -33.5% | -2.2% |
| 5Y | +18.5% | +96.1% | -77.6% | -29.4% |
| 10Y | +229.6% | +164.5% | +65.0% | +54.6% |
| All | +1,020.9% | +252.1% | +768.7% | +308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling