+19.2%
LHX vs ES
-4.5%
+23.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -13.2% | -1.0% | -12.1% | -12.9% |
| 3M | -18.4% | +1.5% | -19.8% | -18.8% |
| 6M | -32.0% | -3.5% | -28.5% | -31.3% |
| YTD | -13.6% | +7.0% | -20.6% | -15.8% |
| 1Y | -6.0% | +15.3% | -21.3% | -11.3% |
| 3Y | +57.9% | +30.2% | +27.8% | +39.1% |
| 5Y | +19.2% | -4.3% | +23.5% | +18.8% |
| All | +19.2% | -4.5% | +23.8% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling