+54.0%
LHX vs IEF
+9.0%
+45.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -4.3% | -1.3% | -2.9% | -3.7% |
| 30D | -15.1% | -1.7% | -13.4% | -14.5% |
| 3M | -21.0% | -2.5% | -18.4% | -20.0% |
| 6M | -32.0% | -3.3% | -28.7% | -31.0% |
| YTD | -15.3% | -2.8% | -12.5% | -14.2% |
| 1Y | -11.1% | -2.7% | -8.3% | -9.9% |
| 3Y | +54.0% | +8.9% | +45.1% | +51.5% |
| All | +54.0% | +9.0% | +45.1% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling