+30.7%
IEMG vs LHX
-9.5%
+40.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.2% |
| 7D | -1.3% | -4.3% | +3.0% | -1.2% |
| 30D | +1.9% | -15.1% | +17.1% | +2.3% |
| 3M | +1.4% | -21.0% | +22.4% | +2.4% |
| 6M | +15.2% | -32.0% | +47.2% | +19.8% |
| YTD | +23.8% | -15.3% | +39.1% | +24.7% |
| 1Y | +30.7% | -11.1% | +41.7% | +30.8% |
| All | +30.7% | -9.5% | +40.2% | +30.8% |
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 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