+443.6%
LHX vs ESI
+226.4%
+217.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | -2.5% | +5.4% | -7.9% | -3.4% |
| 30D | -10.4% | -4.2% | -6.2% | -9.8% |
| 3M | -14.9% | -9.6% | -5.3% | -14.1% |
| 6M | -29.6% | +18.3% | -47.9% | -32.8% |
| YTD | -11.8% | +45.8% | -57.6% | -19.3% |
| 1Y | -5.1% | +39.2% | -44.2% | -12.6% |
| 3Y | +61.3% | +86.3% | -25.0% | +37.9% |
| 5Y | +22.4% | +76.2% | -53.8% | +3.5% |
| 10Y | +232.2% | +306.8% | -74.5% | +126.7% |
| All | +443.6% | +226.4% | +217.2% | +277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling