+3,788.0%
LHX vs EL
+1,648.4%
+2,139.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -2.5% | +1.7% | -4.2% | -2.9% |
| 30D | -10.4% | +15.5% | -25.9% | -13.9% |
| 3M | -14.9% | +20.6% | -35.5% | -19.5% |
| 6M | -29.6% | +10.5% | -40.1% | -32.6% |
| YTD | -11.8% | -1.9% | -9.9% | -13.9% |
| 1Y | -5.1% | +16.1% | -21.2% | -11.8% |
| 3Y | +61.3% | -30.2% | +91.5% | +61.1% |
| 5Y | +22.4% | -67.4% | +89.8% | +46.6% |
| 10Y | +232.2% | +31.2% | +201.0% | +149.5% |
| All | +3,788.0% | +1,648.4% | +2,139.6% | +1,278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling