-9.3%
LHX vs EXE
-18.4%
+9.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.5% | -6.4% |
| 7D | -0.3% | -4.7% | +4.3% | -0.3% |
| 30D | +9.7% | +1.0% | +8.6% | +9.7% |
| 3M | -8.5% | -5.6% | -2.9% | -8.5% |
| 6M | -15.1% | -12.3% | -2.8% | -15.3% |
| YTD | -10.4% | -19.5% | +9.1% | -10.3% |
| 1Y | -9.3% | -18.9% | +9.6% | -11.1% |
| All | -9.3% | -18.4% | +9.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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