+226.0%
LHX vs ELF
+303.8%
-77.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -4.3% | -11.6% | +7.4% | -3.4% |
| 30D | -15.1% | +4.6% | -19.8% | -15.5% |
| 3M | -21.0% | +59.7% | -80.7% | -23.8% |
| 6M | -32.0% | +21.2% | -53.2% | -33.3% |
| YTD | -15.3% | +27.4% | -42.8% | -17.6% |
| 1Y | -11.1% | -29.8% | +18.8% | -10.2% |
| 3Y | +54.0% | -28.5% | +82.5% | +49.3% |
| 5Y | +17.1% | +220.0% | -202.9% | -6.1% |
| All | +226.0% | +303.8% | -77.8% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling