+52.9%
LHX vs EXE
+192.2%
-139.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -2.5% | -1.8% | -0.7% | -2.2% |
| 30D | -10.4% | +6.4% | -16.8% | -11.2% |
| 3M | -14.9% | +9.2% | -24.2% | -16.2% |
| 6M | -29.6% | -7.0% | -22.6% | -29.0% |
| YTD | -11.8% | -9.5% | -2.3% | -10.9% |
| 1Y | -5.1% | +6.2% | -11.3% | -6.9% |
| 3Y | +61.3% | +20.7% | +40.6% | +53.1% |
| 5Y | +22.4% | +103.6% | -81.2% | +7.2% |
| All | +52.9% | +192.2% | -139.3% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling