+8,169.1%
LHX vs ES
+1,261.0%
+6,908.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +5.3% | -1.1% | +6.4% | +5.6% |
| 30D | +15.8% | +8.2% | +7.6% | +12.8% |
| 3M | -6.1% | +0.6% | -6.7% | -6.4% |
| 6M | -11.4% | +6.0% | -17.4% | -13.2% |
| YTD | -6.3% | +9.3% | -15.6% | -9.3% |
| 1Y | -8.0% | +1.1% | -9.1% | -9.1% |
| 3Y | +58.1% | +51.9% | +6.2% | +34.3% |
| 5Y | +36.3% | +6.5% | +29.9% | +29.4% |
| 10Y | +216.9% | +94.8% | +122.1% | +148.2% |
| All | +8,169.1% | +1,261.0% | +6,908.1% | +4,065.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling