+36.0%
LHX vs ES
+6.6%
+29.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +4.8% | +2.7% | +2.1% | +3.9% |
| 30D | +14.7% | +7.6% | +7.1% | +11.9% |
| 3M | -5.1% | +0.5% | -5.6% | -5.4% |
| 6M | -9.9% | +7.6% | -17.5% | -12.2% |
| YTD | -6.1% | +10.2% | -16.3% | -9.4% |
| 1Y | -4.0% | +1.8% | -5.8% | -5.4% |
| 3Y | +56.9% | +55.4% | +1.5% | +27.7% |
| All | +36.0% | +6.6% | +29.5% | +30.1% |
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