+222.0%
LHX vs EFX
+42.6%
+179.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -4.3% | -4.5% | +0.3% | -3.2% |
| 30D | -15.1% | -6.1% | -9.1% | -14.0% |
| 3M | -21.0% | +6.2% | -27.2% | -22.6% |
| 6M | -32.0% | -11.2% | -20.8% | -30.6% |
| YTD | -15.3% | -21.4% | +6.1% | -11.5% |
| 1Y | -11.1% | -34.3% | +23.3% | -2.8% |
| 3Y | +54.0% | -12.5% | +66.5% | +51.2% |
| 5Y | +17.1% | -35.6% | +52.7% | +22.6% |
| All | +222.0% | +42.6% | +179.5% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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