+303.5%
EWY vs LHX
+227.8%
+75.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.4% | +3.5% |
| 7D | -0.1% | -4.3% | +4.2% | +1.0% |
| 30D | +7.3% | -15.1% | +22.4% | +11.7% |
| 3M | -5.1% | -21.0% | +15.8% | -0.1% |
| 6M | +42.1% | -32.0% | +74.0% | +56.3% |
| YTD | +94.1% | -15.3% | +109.4% | +100.5% |
| 1Y | +147.8% | -11.1% | +158.9% | +151.5% |
| 3Y | +222.9% | +54.0% | +168.9% | +172.7% |
| 5Y | +150.6% | +17.1% | +133.5% | +124.5% |
| All | +303.5% | +227.8% | +75.7% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling