+567.3%
LHX vs EMB
+131.9%
+435.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -10.4% | -0.5% | -9.9% | -10.1% |
| 3M | -14.9% | +0.3% | -15.3% | -15.1% |
| 6M | -29.6% | +1.2% | -30.8% | -30.1% |
| YTD | -11.8% | +1.5% | -13.3% | -12.5% |
| 1Y | -5.1% | +4.8% | -9.9% | -7.4% |
| 3Y | +61.3% | +30.4% | +31.0% | +40.7% |
| 5Y | +22.4% | +7.3% | +15.1% | +17.5% |
| 10Y | +232.2% | +29.7% | +202.5% | +191.7% |
| All | +567.3% | +131.9% | +435.4% | +424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling