+69.4%
EMR vs LHX
+16.3%
+53.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | -0.4% | -4.3% | +3.8% | +0.9% |
| 30D | -6.8% | -15.1% | +8.4% | -2.0% |
| 3M | +7.5% | -21.0% | +28.4% | +15.1% |
| 6M | +9.9% | -32.0% | +41.8% | +23.6% |
| YTD | +16.0% | -15.3% | +31.3% | +21.4% |
| 1Y | +12.4% | -11.1% | +23.5% | +15.7% |
| 3Y | +60.2% | +54.0% | +6.2% | +38.8% |
| All | +69.4% | +16.3% | +53.2% | +51.4% |
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