+148.7%
EWY vs LHX
+16.3%
+132.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.4% | +3.3% |
| 7D | -0.1% | -4.3% | +4.2% | +0.2% |
| 30D | +7.3% | -15.1% | +22.4% | +8.6% |
| 3M | -5.1% | -21.0% | +15.8% | -3.4% |
| 6M | +42.1% | -32.0% | +74.0% | +48.2% |
| YTD | +94.1% | -15.3% | +109.4% | +97.3% |
| 1Y | +147.8% | -11.1% | +158.9% | +150.2% |
| 3Y | +222.9% | +54.0% | +168.9% | +204.5% |
| All | +148.7% | +16.3% | +132.5% | +133.0% |
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 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