-11.1%
LHX vs EME
+21.8%
-32.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.5% | -0.9% |
| 7D | -4.3% | +3.5% | -7.8% | -4.1% |
| 30D | -15.1% | -6.3% | -8.8% | -15.4% |
| 3M | -21.0% | -3.8% | -17.2% | -19.8% |
| 6M | -32.0% | +8.5% | -40.5% | -31.9% |
| YTD | -15.3% | +27.8% | -43.1% | -16.1% |
| 1Y | -11.1% | +22.2% | -33.3% | -16.5% |
| All | -11.1% | +21.8% | -32.9% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling