+7,517.2%
LHX vs EFX
+6,078.9%
+1,438.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -3.7% | -9.4% | +5.7% | -1.1% |
| 30D | -13.2% | -6.9% | -6.3% | -11.6% |
| 3M | -18.4% | +0.1% | -18.5% | -19.0% |
| 6M | -32.0% | -17.3% | -14.6% | -29.1% |
| YTD | -13.6% | -21.8% | +8.2% | -9.2% |
| 1Y | -6.0% | -32.5% | +26.6% | +2.7% |
| 3Y | +57.9% | -12.3% | +70.3% | +55.6% |
| 5Y | +19.2% | -36.6% | +55.8% | +25.1% |
| 10Y | +232.3% | +41.0% | +191.2% | +165.2% |
| All | +7,517.2% | +6,078.9% | +1,438.3% | +2,536.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling