+60.1%
EWZ vs LHX
+19.9%
+40.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -0.1% | -3.7% | +3.7% | +0.7% |
| 30D | +8.2% | -13.2% | +21.3% | +11.3% |
| 3M | +13.3% | -18.4% | +31.7% | +17.7% |
| 6M | +3.6% | -32.0% | +35.5% | +12.0% |
| YTD | +21.0% | -13.6% | +34.6% | +24.3% |
| 1Y | +34.7% | -6.0% | +40.6% | +35.8% |
| 3Y | +48.3% | +57.9% | -9.7% | +32.6% |
| 5Y | +60.1% | +19.2% | +40.8% | +48.3% |
| All | +60.1% | +19.9% | +40.2% | +48.3% |
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