+39.2%
LHX vs FE
+46.9%
-7.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +16.5% | +4.3% | +12.1% | +14.4% |
| 3M | -4.3% | +0.4% | -4.7% | -4.5% |
| 6M | -7.1% | +6.9% | -14.0% | -9.9% |
| YTD | -4.8% | +8.0% | -12.8% | -8.1% |
| 1Y | -5.5% | +4.8% | -10.4% | -7.7% |
| 3Y | +60.5% | +49.0% | +11.5% | +30.6% |
| All | +39.2% | +46.9% | -7.6% | +12.2% |
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 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