+75.7%
LHX vs ELAN
-28.2%
+103.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -4.3% | -5.4% | +1.2% | -3.5% |
| 30D | -15.1% | +4.7% | -19.8% | -15.8% |
| 3M | -21.0% | -3.7% | -17.3% | -20.9% |
| 6M | -32.0% | -1.2% | -30.8% | -32.6% |
| YTD | -15.3% | +2.4% | -17.7% | -16.6% |
| 1Y | -11.1% | +23.4% | -34.4% | -15.0% |
| 3Y | +54.0% | +96.7% | -42.7% | +30.3% |
| 5Y | +17.1% | -30.6% | +47.7% | +22.8% |
| All | +75.7% | -28.2% | +103.9% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling