+91.2%
EWZ vs LHX
+231.6%
-140.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +1.1% | -4.8% | +5.9% | +3.1% |
| 30D | +13.5% | -12.7% | +26.2% | +19.6% |
| 3M | +15.2% | -17.6% | +32.9% | +23.5% |
| 6M | +3.7% | -30.7% | +34.5% | +19.3% |
| YTD | +22.5% | -14.3% | +36.9% | +28.5% |
| 1Y | +35.3% | -8.4% | +43.6% | +37.4% |
| 3Y | +50.2% | +56.7% | -6.5% | +17.5% |
| 5Y | +64.6% | +18.5% | +46.1% | +41.1% |
| All | +91.2% | +231.6% | -140.4% | +26.6% |
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