+164.3%
EWY vs LHX
-4.2%
+168.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.6% |
| 7D | +4.8% | -2.0% | +6.8% | +4.8% |
| 30D | +11.7% | -9.9% | +21.6% | +11.4% |
| 3M | -7.4% | -16.5% | +9.1% | -7.0% |
| 6M | +40.6% | -29.6% | +70.2% | +51.3% |
| YTD | +94.3% | -11.6% | +105.8% | +101.9% |
| 1Y | +164.3% | -4.1% | +168.4% | +179.0% |
| All | +164.3% | -4.2% | +168.5% | +179.0% |
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