+54.0%
LHX vs EL
-34.0%
+88.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -4.3% | -6.5% | +2.2% | -3.9% |
| 30D | -15.1% | +11.1% | -26.3% | -15.7% |
| 3M | -21.0% | +10.7% | -31.7% | -21.5% |
| 6M | -32.0% | +6.9% | -38.9% | -32.4% |
| YTD | -15.3% | -6.3% | -9.0% | -15.6% |
| 1Y | -11.1% | +13.5% | -24.5% | -12.5% |
| 3Y | +54.0% | -33.1% | +87.1% | +47.7% |
| All | +54.0% | -34.0% | +88.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling