+2,528.9%
LHX vs FE
+564.2%
+1,964.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +15.8% | +3.9% | +11.9% | +14.4% |
| 3M | -6.1% | -0.1% | -6.0% | -6.0% |
| 6M | -11.4% | +6.1% | -17.5% | -13.2% |
| YTD | -6.3% | +8.1% | -14.3% | -8.8% |
| 1Y | -8.0% | +4.4% | -12.4% | -9.4% |
| 3Y | +58.1% | +49.0% | +9.1% | +37.1% |
| 5Y | +36.3% | +46.1% | -9.8% | +18.5% |
| 10Y | +216.9% | +122.6% | +94.3% | +133.6% |
| All | +2,528.9% | +564.2% | +1,964.7% | +1,453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling