+18.5%
LHX vs EMB
+6.1%
+12.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -4.8% | -1.1% | -3.7% | -4.4% |
| 30D | -12.7% | -1.1% | -11.7% | -12.4% |
| 3M | -17.6% | -0.8% | -16.9% | -17.4% |
| 6M | -30.7% | -0.1% | -30.7% | -30.7% |
| YTD | -14.3% | +0.4% | -14.8% | -14.5% |
| 1Y | -8.4% | +3.3% | -11.7% | -9.5% |
| 3Y | +56.7% | +29.0% | +27.6% | +43.5% |
| 5Y | +18.5% | +6.3% | +12.1% | +4.7% |
| All | +18.5% | +6.1% | +12.4% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling