+18.5%
LHX vs ESI
+66.0%
-47.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.4% |
| 7D | -4.8% | -2.3% | -2.5% | -4.6% |
| 30D | -12.7% | -9.0% | -3.7% | -12.0% |
| 3M | -17.6% | -13.3% | -4.4% | -17.0% |
| 6M | -30.7% | +5.3% | -36.0% | -32.1% |
| YTD | -14.3% | +37.6% | -52.0% | -19.0% |
| 1Y | -8.4% | +33.6% | -42.0% | -13.2% |
| 3Y | +56.7% | +75.8% | -19.1% | +40.9% |
| 5Y | +18.5% | +68.6% | -50.1% | +3.8% |
| All | +18.5% | +66.0% | -47.5% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling