+222.0%
LHX vs ETR
+296.9%
-74.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -4.3% | -1.8% | -2.4% | -3.5% |
| 30D | -15.1% | -1.8% | -13.4% | -14.5% |
| 3M | -21.0% | -3.6% | -17.4% | -19.9% |
| 6M | -32.0% | +2.6% | -34.6% | -33.1% |
| YTD | -15.3% | +16.0% | -31.3% | -21.0% |
| 1Y | -11.1% | +20.1% | -31.2% | -18.3% |
| 3Y | +54.0% | +143.6% | -89.6% | +0.4% |
| 5Y | +17.1% | +124.4% | -107.2% | -21.7% |
| All | +222.0% | +296.9% | -74.8% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling