+25.7%
EMR vs LHX
-8.3%
+33.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.9% | +3.9% |
| 7D | +1.6% | -0.3% | +2.0% | +1.4% |
| 30D | +5.0% | +9.7% | -4.7% | +2.0% |
| 3M | +7.7% | -8.5% | +16.2% | +10.3% |
| 6M | +26.8% | -15.1% | +41.9% | +32.8% |
| YTD | +29.9% | -10.4% | +40.3% | +30.9% |
| 1Y | +25.7% | -9.3% | +35.0% | +25.8% |
| All | +25.7% | -8.3% | +33.9% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling