+222.0%
LHX vs EXPE
+169.0%
+53.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.3% |
| 7D | -4.3% | -5.8% | +1.5% | -3.6% |
| 30D | -15.1% | -13.6% | -1.5% | -13.6% |
| 3M | -21.0% | +25.2% | -46.1% | -23.5% |
| 6M | -32.0% | +22.3% | -54.3% | -34.1% |
| YTD | -15.3% | -0.3% | -15.0% | -16.3% |
| 1Y | -11.1% | +27.8% | -38.9% | -15.4% |
| 3Y | +54.0% | +162.4% | -108.4% | +28.2% |
| 5Y | +17.1% | +95.8% | -78.7% | -2.7% |
| All | +222.0% | +169.0% | +53.1% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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