+5,252.2%
LHX vs EME
+61,154.1%
-55,901.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.5% |
| 7D | -3.7% | +2.7% | -6.4% | -4.4% |
| 30D | -13.2% | -6.8% | -6.4% | -11.7% |
| 3M | -18.4% | -8.8% | -9.5% | -17.8% |
| 6M | -32.0% | +5.0% | -36.9% | -34.3% |
| YTD | -13.6% | +23.5% | -37.1% | -20.6% |
| 1Y | -6.0% | +21.3% | -27.3% | -14.1% |
| 3Y | +57.9% | +241.1% | -183.1% | +3.3% |
| 5Y | +19.2% | +549.2% | -529.9% | -36.5% |
| 10Y | +232.3% | +1,306.4% | -1,074.1% | +35.8% |
| All | +5,252.2% | +61,154.1% | -55,901.9% | +1,215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling