+2,574.5%
LHX vs IEF
+128.5%
+2,446.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.3% |
| 7D | -3.7% | -0.3% | -3.4% | -4.0% |
| 30D | -13.2% | -0.6% | -12.6% | -13.6% |
| 3M | -18.4% | -1.0% | -17.4% | -19.0% |
| 6M | -32.0% | -3.1% | -28.9% | -33.7% |
| YTD | -13.6% | -1.9% | -11.8% | -15.0% |
| 1Y | -6.0% | -1.4% | -4.6% | -7.1% |
| 3Y | +57.9% | +9.8% | +48.2% | +70.5% |
| 5Y | +19.2% | -8.8% | +28.0% | +3.9% |
| 10Y | +232.3% | +4.7% | +227.6% | +245.5% |
| All | +2,574.5% | +128.5% | +2,446.0% | +6,919.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling