+212.5%
LHX vs FE
+126.1%
+86.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +4.8% | +1.2% | +3.6% | +4.3% |
| 30D | +14.7% | +4.5% | +10.1% | +12.8% |
| 3M | -5.1% | +1.3% | -6.5% | -5.6% |
| 6M | -9.9% | +8.7% | -18.5% | -12.8% |
| YTD | -6.1% | +9.2% | -15.3% | -9.3% |
| 1Y | -4.0% | +7.0% | -11.0% | -6.6% |
| 3Y | +56.9% | +51.4% | +5.5% | +32.3% |
| 5Y | +36.6% | +47.7% | -11.1% | +15.7% |
| All | +212.5% | +126.1% | +86.4% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling