-9.3%
LHX vs FE
+6.1%
-15.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.4% | -6.4% |
| 7D | -0.3% | +1.7% | -2.0% | -1.1% |
| 30D | +9.7% | +8.1% | +1.5% | +6.0% |
| 3M | -8.5% | -1.3% | -7.2% | -8.0% |
| 6M | -15.1% | +2.9% | -18.0% | -16.4% |
| YTD | -10.4% | +8.6% | -19.0% | -12.9% |
| 1Y | -9.3% | +6.3% | -15.6% | -10.9% |
| All | -9.3% | +6.1% | -15.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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