+144.6%
IEFA vs LHX
+227.8%
-83.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -1.6% | -4.3% | +2.7% | -0.5% |
| 30D | -1.5% | -15.1% | +13.6% | +2.6% |
| 3M | +3.4% | -21.0% | +24.4% | +9.3% |
| 6M | +9.5% | -32.0% | +41.5% | +20.3% |
| YTD | +13.0% | -15.3% | +28.4% | +16.7% |
| 1Y | +18.0% | -11.1% | +29.1% | +19.9% |
| 3Y | +65.4% | +54.0% | +11.3% | +42.3% |
| 5Y | +51.6% | +17.1% | +34.4% | +38.0% |
| All | +144.6% | +227.8% | -83.2% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling