+443.1%
EWZ vs LHX
+2,215.8%
-1,772.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +5.6% | -2.5% | +8.1% | +6.8% |
| 30D | +9.3% | -10.4% | +19.6% | +14.8% |
| 3M | +15.7% | -14.9% | +30.6% | +23.6% |
| 6M | +7.4% | -29.6% | +37.1% | +25.3% |
| YTD | +22.7% | -11.8% | +34.5% | +28.0% |
| 1Y | +36.4% | -5.1% | +41.5% | +36.8% |
| 3Y | +50.4% | +61.3% | -10.9% | +13.9% |
| 5Y | +67.6% | +22.4% | +45.2% | +40.1% |
| 10Y | +84.1% | +232.2% | -148.2% | -8.8% |
| All | +443.1% | +2,215.8% | -1,772.7% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling