-30.7%
LHX vs EOSE
-36.3%
+5.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.9% |
| 7D | -4.8% | +14.0% | -18.8% | -4.4% |
| 30D | -12.7% | -5.9% | -6.9% | -12.8% |
| 3M | -17.6% | -34.3% | +16.6% | -17.2% |
| 6M | -30.7% | -37.8% | +7.0% | -28.9% |
| All | -30.7% | -36.3% | +5.6% | -28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling