-4.1%
LHX vs EOSE
-49.1%
+45.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.9% | -12.6% | -1.8% |
| 7D | -2.0% | +19.0% | -21.0% | -2.1% |
| 30D | -9.9% | +1.6% | -11.5% | -9.9% |
| 3M | -16.5% | -52.0% | +35.5% | -15.3% |
| 6M | -29.6% | -42.5% | +12.9% | -29.1% |
| YTD | -11.6% | -66.1% | +54.6% | -9.2% |
| 1Y | -4.1% | -47.1% | +43.1% | +5.0% |
| All | -4.1% | -49.1% | +45.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling