+113.7%
LHX vs EQX
+232.0%
-118.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.2% |
| 7D | -4.3% | -3.2% | -1.1% | -4.1% |
| 30D | -15.1% | +7.8% | -22.9% | -15.5% |
| 3M | -21.0% | +21.3% | -42.3% | -21.8% |
| 6M | -32.0% | -22.4% | -9.6% | -31.5% |
| YTD | -15.3% | -11.3% | -4.0% | -15.3% |
| 1Y | -11.1% | +13.5% | -24.6% | -11.9% |
| 3Y | +54.0% | +162.1% | -108.1% | +46.5% |
| 5Y | +17.1% | +84.2% | -67.1% | +11.1% |
| All | +113.7% | +232.0% | -118.4% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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