+1,286.9%
LHX vs EXPE
+723.5%
+563.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | +14.7% | -6.1% | +20.8% | +15.3% |
| 3M | -5.1% | -21.3% | +16.2% | -1.6% |
| 6M | -9.9% | +19.0% | -28.9% | -14.1% |
| YTD | -6.1% | -8.4% | +2.3% | -7.1% |
| 1Y | -4.0% | -2.8% | -1.2% | -6.3% |
| 3Y | +56.9% | +120.8% | -63.8% | +24.2% |
| 5Y | +36.6% | +46.2% | -9.6% | +12.0% |
| 10Y | +217.5% | +123.8% | +93.7% | +113.1% |
| All | +1,286.9% | +723.5% | +563.4% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling