+225.8%
LHX vs ES
+83.3%
+142.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | 0.0% |
| 7D | -4.8% | -3.5% | -1.3% | -3.5% |
| 30D | -12.7% | -3.0% | -9.7% | -11.7% |
| 3M | -17.6% | -0.3% | -17.4% | -17.7% |
| 6M | -30.7% | -5.2% | -25.6% | -29.5% |
| YTD | -14.3% | +4.8% | -19.1% | -16.3% |
| 1Y | -8.4% | +12.7% | -21.1% | -13.9% |
| 3Y | +56.7% | +27.5% | +29.1% | +36.2% |
| 5Y | +18.5% | -4.7% | +23.2% | +16.5% |
| All | +225.8% | +83.3% | +142.4% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling