+2,360.0%
LHX vs ELV
+2,378.1%
-18.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -3.7% | -2.2% | -1.5% | -3.1% |
| 30D | -13.2% | -0.2% | -13.0% | -13.1% |
| 3M | -18.4% | -6.1% | -12.2% | -17.3% |
| 6M | -32.0% | +42.8% | -74.8% | -38.8% |
| YTD | -13.6% | +14.4% | -28.0% | -18.2% |
| 1Y | -6.0% | +28.6% | -34.6% | -14.2% |
| 3Y | +57.9% | -7.4% | +65.4% | +54.5% |
| 5Y | +19.2% | +14.5% | +4.8% | +7.3% |
| 10Y | +232.3% | +257.4% | -25.2% | +103.6% |
| All | +2,360.0% | +2,378.1% | -18.0% | +902.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling