+22.6%
IEFA vs LHX
-4.2%
+26.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +0.6% | -2.0% | +2.5% | +0.8% |
| 30D | +1.0% | -9.9% | +11.0% | +2.0% |
| 3M | +4.7% | -16.5% | +21.2% | +6.6% |
| 6M | +8.6% | -29.6% | +38.2% | +13.8% |
| YTD | +14.8% | -11.6% | +26.4% | +16.0% |
| 1Y | +22.6% | -4.1% | +26.7% | +22.9% |
| All | +22.6% | -4.2% | +26.8% | +22.9% |
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