-8.0%
LHX vs FE
+4.7%
-12.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +5.3% | -0.3% | +5.6% | +5.5% |
| 30D | +15.8% | +3.9% | +11.9% | +13.9% |
| 3M | -6.1% | -0.1% | -6.0% | -6.0% |
| 6M | -11.4% | +6.1% | -17.5% | -14.0% |
| YTD | -6.3% | +8.1% | -14.3% | -8.0% |
| 1Y | -8.0% | +4.4% | -12.4% | -9.3% |
| All | -8.0% | +4.7% | -12.6% | -9.3% |
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