+45.0%
EEM vs LHX
+16.3%
+28.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | -1.3% | -4.3% | +3.0% | -1.0% |
| 30D | +2.1% | -15.1% | +17.2% | +3.2% |
| 3M | +1.0% | -21.0% | +22.0% | +2.6% |
| 6M | +15.9% | -32.0% | +47.9% | +19.5% |
| YTD | +24.6% | -15.3% | +40.0% | +25.9% |
| 1Y | +32.3% | -11.1% | +43.3% | +33.0% |
| 3Y | +85.9% | +54.0% | +31.9% | +79.0% |
| All | +45.0% | +16.3% | +28.7% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling