+2,380.1%
LHX vs FE
+561.4%
+1,818.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -2.0% | +1.9% | -3.9% | -2.6% |
| 30D | -9.9% | -1.2% | -8.8% | -9.6% |
| 3M | -16.5% | +3.5% | -20.0% | -17.5% |
| 6M | -29.6% | -6.1% | -23.5% | -28.2% |
| YTD | -11.6% | +7.6% | -19.2% | -13.8% |
| 1Y | -4.1% | +11.9% | -16.0% | -7.8% |
| 3Y | +53.3% | +48.4% | +4.8% | +33.0% |
| 5Y | +22.3% | +44.8% | -22.5% | +6.5% |
| 10Y | +231.9% | +115.9% | +116.0% | +146.3% |
| All | +2,380.1% | +561.4% | +1,818.6% | +1,367.3% |
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 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