+128.5%
EEM vs LHX
+227.8%
-99.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -1.3% | -4.3% | +3.0% | -0.3% |
| 30D | +2.1% | -15.1% | +17.2% | +5.7% |
| 3M | +1.0% | -21.0% | +22.0% | +5.8% |
| 6M | +15.9% | -32.0% | +47.9% | +25.7% |
| YTD | +24.6% | -15.3% | +40.0% | +28.0% |
| 1Y | +32.3% | -11.1% | +43.3% | +33.9% |
| 3Y | +85.9% | +54.0% | +31.9% | +61.9% |
| 5Y | +45.4% | +17.1% | +28.2% | +32.6% |
| All | +128.5% | +227.8% | -99.3% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling