+222.0%
LHX vs EWJ
+144.4%
+77.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.1% |
| 7D | -4.3% | +0.3% | -4.5% | -4.4% |
| 30D | -15.1% | +0.8% | -15.9% | -15.5% |
| 3M | -21.0% | +7.5% | -28.5% | -24.1% |
| 6M | -32.0% | +15.6% | -47.6% | -37.3% |
| YTD | -15.3% | +22.7% | -38.1% | -24.5% |
| 1Y | -11.1% | +26.4% | -37.5% | -22.0% |
| 3Y | +54.0% | +72.5% | -18.5% | +10.9% |
| 5Y | +17.1% | +52.4% | -35.3% | -8.8% |
| All | +222.0% | +144.4% | +77.6% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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