+46.8%
LHX vs EXE
+182.2%
-135.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -4.3% | -3.1% | -1.1% | -3.8% |
| 30D | -15.1% | -0.9% | -14.2% | -15.0% |
| 3M | -21.0% | +9.6% | -30.5% | -22.1% |
| 6M | -32.0% | -11.6% | -20.4% | -30.9% |
| YTD | -15.3% | -12.6% | -2.8% | -14.0% |
| 1Y | -11.1% | +1.2% | -12.2% | -12.1% |
| 3Y | +54.0% | +18.0% | +36.0% | +46.6% |
| 5Y | +17.1% | +101.1% | -84.0% | +2.9% |
| All | +46.8% | +182.2% | -135.4% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling