-9.3%
LHX vs ETR
+18.4%
-27.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.7% | -9.2% | -7.2% |
| 7D | -0.3% | +3.7% | -4.1% | -1.3% |
| 30D | +9.7% | +11.0% | -1.3% | +6.6% |
| 3M | -8.5% | +3.4% | -11.9% | -9.4% |
| 6M | -15.1% | -3.3% | -11.8% | -14.5% |
| YTD | -10.4% | +23.3% | -33.7% | -18.9% |
| 1Y | -9.3% | +19.2% | -28.5% | -16.4% |
| All | -9.3% | +18.4% | -27.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling