+61.3%
LHX vs ES
+33.1%
+28.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | -10.4% | -1.2% | -9.2% | -10.1% |
| 3M | -14.9% | +5.0% | -19.9% | -15.9% |
| 6M | -29.6% | -2.8% | -26.8% | -29.3% |
| YTD | -11.8% | +8.6% | -20.4% | -13.6% |
| 1Y | -5.1% | +18.9% | -24.0% | -9.7% |
| 3Y | +61.3% | +32.1% | +29.2% | +44.7% |
| All | +61.3% | +33.1% | +28.2% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling