+18.5%
LHX vs ELF
+217.8%
-199.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.7% |
| 7D | -4.8% | -10.8% | +6.0% | -4.6% |
| 30D | -12.7% | +0.8% | -13.6% | -12.8% |
| 3M | -17.6% | +64.8% | -82.4% | -18.6% |
| 6M | -30.7% | +19.0% | -49.7% | -31.1% |
| YTD | -14.3% | +25.9% | -40.3% | -15.1% |
| 1Y | -8.4% | -28.8% | +20.4% | -8.2% |
| 3Y | +56.7% | -29.6% | +86.3% | +54.3% |
| 5Y | +18.5% | +216.2% | -197.8% | +13.2% |
| All | +18.5% | +217.8% | -199.4% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling