+222.0%
LHX vs EMB
+30.3%
+191.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -1.2% | -3.1% | -3.5% |
| 30D | -15.1% | -1.3% | -13.9% | -14.4% |
| 3M | -21.0% | -1.8% | -19.2% | -20.1% |
| 6M | -32.0% | +0.2% | -32.2% | -32.1% |
| YTD | -15.3% | +0.4% | -15.7% | -15.6% |
| 1Y | -11.1% | +2.8% | -13.9% | -12.7% |
| 3Y | +54.0% | +29.1% | +24.9% | +30.4% |
| 5Y | +17.1% | +6.3% | +10.9% | +14.8% |
| All | +222.0% | +30.3% | +191.7% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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