+7,517.2%
LHX vs ETR
+4,408.0%
+3,109.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | -13.2% | +2.0% | -15.2% | -13.7% |
| 3M | -18.4% | -1.7% | -16.7% | -18.0% |
| 6M | -32.0% | +3.6% | -35.5% | -33.0% |
| YTD | -13.6% | +18.0% | -31.7% | -18.4% |
| 1Y | -6.0% | +26.2% | -32.2% | -13.1% |
| 3Y | +57.9% | +148.0% | -90.1% | +16.0% |
| 5Y | +19.2% | +126.1% | -106.8% | -10.5% |
| 10Y | +232.3% | +302.3% | -70.0% | +109.1% |
| All | +7,517.2% | +4,408.0% | +3,109.2% | +2,861.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling