+754.1%
LHX vs ET
+1,451.4%
-697.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -4.8% | +1.4% | -6.2% | -5.1% |
| 30D | -12.7% | +4.6% | -17.3% | -13.6% |
| 3M | -17.6% | +16.0% | -33.7% | -20.2% |
| 6M | -30.7% | +22.8% | -53.5% | -33.7% |
| YTD | -14.3% | +38.9% | -53.2% | -20.1% |
| 1Y | -8.4% | +34.1% | -42.5% | -14.0% |
| 3Y | +56.7% | +98.8% | -42.2% | +34.4% |
| 5Y | +18.5% | +246.8% | -228.4% | -10.3% |
| 10Y | +229.6% | +174.4% | +55.2% | +143.0% |
| All | +754.1% | +1,451.4% | -697.3% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling