+35.3%
EWZ vs LHX
-6.7%
+42.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +1.1% | -4.8% | +5.9% | +2.1% |
| 30D | +13.5% | -12.7% | +26.2% | +16.6% |
| 3M | +15.2% | -17.6% | +32.9% | +19.7% |
| 6M | +3.7% | -30.7% | +34.5% | +13.5% |
| YTD | +22.5% | -14.3% | +36.9% | +27.1% |
| 1Y | +35.3% | -8.4% | +43.6% | +36.5% |
| All | +35.3% | -6.7% | +42.0% | +36.5% |
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