-8.0%
LHX vs ELAN
+10.4%
-18.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.0% | -9.5% | -6.6% |
| 7D | -0.3% | +11.7% | -12.1% | -1.0% |
| 30D | +9.7% | +12.4% | -2.8% | +8.8% |
| 3M | -8.5% | -1.1% | -7.4% | -8.6% |
| 6M | -15.1% | +12.4% | -27.5% | -16.6% |
| YTD | -10.4% | +11.8% | -22.3% | -12.6% |
| All | -8.0% | +10.4% | -18.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling