+54.2%
EWZ vs LHX
+36.1%
+18.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.8% | +4.8% | -4.0% | -0.1% |
| 30D | -24.4% | +14.7% | -39.0% | -26.6% |
| 3M | -4.6% | -5.1% | +0.5% | -3.7% |
| 6M | -11.6% | -9.9% | -1.7% | -10.0% |
| YTD | +2.4% | -6.1% | +8.5% | +3.3% |
| 1Y | +2.1% | -4.0% | +6.1% | +2.4% |
| 3Y | +18.7% | +56.9% | -38.2% | +5.6% |
| All | +54.2% | +36.1% | +18.0% | +41.6% |
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 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