+18.5%
LHX vs EL
-69.5%
+87.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -4.8% | -4.4% | -0.4% | -4.5% |
| 30D | -12.7% | +10.3% | -23.0% | -13.4% |
| 3M | -17.6% | +13.4% | -31.0% | -18.5% |
| 6M | -30.7% | +3.1% | -33.8% | -31.1% |
| YTD | -14.3% | -6.9% | -7.4% | -14.5% |
| 1Y | -8.4% | +11.9% | -20.3% | -10.0% |
| 3Y | +56.7% | -33.8% | +90.5% | +57.6% |
| 5Y | +18.5% | -69.0% | +87.4% | +26.4% |
| All | +18.5% | -69.5% | +87.9% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling