+18.7%
LHX vs ELV
+25.1%
-6.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -4.3% | +3.2% | -7.5% | -4.7% |
| 30D | -15.1% | +5.4% | -20.5% | -15.8% |
| 3M | -21.0% | +5.4% | -26.3% | -21.7% |
| 6M | -32.0% | +45.7% | -77.7% | -35.7% |
| YTD | -15.3% | +21.2% | -36.5% | -18.2% |
| 1Y | -11.1% | +35.6% | -46.7% | -15.9% |
| 3Y | +54.0% | -2.0% | +56.0% | +52.8% |
| All | +18.7% | +25.1% | -6.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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