+222.0%
LHX vs EME
+1,362.1%
-1,140.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.5% | -2.0% |
| 7D | -4.3% | +3.5% | -7.8% | -5.0% |
| 30D | -15.1% | -6.3% | -8.8% | -14.1% |
| 3M | -21.0% | -3.8% | -17.2% | -21.2% |
| 6M | -32.0% | +8.5% | -40.5% | -34.4% |
| YTD | -15.3% | +27.8% | -43.1% | -21.8% |
| 1Y | -11.1% | +22.2% | -33.3% | -18.0% |
| 3Y | +54.0% | +253.5% | -199.5% | -0.9% |
| 5Y | +17.1% | +578.6% | -561.5% | -41.2% |
| All | +222.0% | +1,362.1% | -1,140.1% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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