+222.0%
LHX vs ET
+177.0%
+45.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | -15.1% | +2.9% | -18.0% | -15.6% |
| 3M | -21.0% | +16.8% | -37.8% | -23.3% |
| 6M | -32.0% | +18.9% | -50.9% | -34.3% |
| YTD | -15.3% | +37.7% | -53.0% | -20.4% |
| 1Y | -11.1% | +32.4% | -43.5% | -15.9% |
| 3Y | +54.0% | +99.5% | -45.5% | +33.6% |
| 5Y | +17.1% | +244.0% | -226.8% | -8.7% |
| All | +222.0% | +177.0% | +45.0% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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