+222.0%
LHX vs ESI
+312.8%
-90.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -4.3% | -4.6% | +0.4% | -3.5% |
| 30D | -15.1% | -10.5% | -4.6% | -13.5% |
| 3M | -21.0% | -19.8% | -1.2% | -18.4% |
| 6M | -32.0% | +5.8% | -37.8% | -34.0% |
| YTD | -15.3% | +38.3% | -53.6% | -22.5% |
| 1Y | -11.1% | +31.5% | -42.6% | -18.0% |
| 3Y | +54.0% | +80.7% | -26.7% | +29.5% |
| 5Y | +17.1% | +69.4% | -52.3% | -2.7% |
| All | +222.0% | +312.8% | -90.7% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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