+22.4%
LHX vs FE
+48.2%
-25.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.5% | +0.6% | -3.1% | -2.8% |
| 30D | -10.4% | -2.1% | -8.2% | -9.6% |
| 3M | -14.9% | +2.6% | -17.6% | -16.0% |
| 6M | -29.6% | -6.8% | -22.8% | -27.6% |
| YTD | -11.8% | +6.9% | -18.7% | -14.5% |
| 1Y | -5.1% | +11.6% | -16.6% | -9.6% |
| 3Y | +61.3% | +47.7% | +13.6% | +32.3% |
| 5Y | +22.4% | +46.2% | -23.8% | +2.3% |
| All | +22.4% | +48.2% | -25.8% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling