+56.2%
EMR vs LHX
+55.8%
+0.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -1.2% | -4.8% | +3.6% | +0.3% |
| 30D | -9.4% | -12.7% | +3.3% | -5.4% |
| 3M | +8.6% | -17.6% | +26.2% | +15.1% |
| 6M | +6.7% | -30.7% | +37.4% | +20.5% |
| YTD | +13.1% | -14.3% | +27.4% | +18.1% |
| 1Y | +12.7% | -8.4% | +21.1% | +14.9% |
| All | +56.2% | +55.8% | +0.5% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling