+3,112.4%
LHX vs EWJ
+153.3%
+2,959.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -3.7% | +1.0% | -4.7% | -4.2% |
| 30D | -13.2% | +1.0% | -14.1% | -13.6% |
| 3M | -18.4% | +7.2% | -25.6% | -21.7% |
| 6M | -32.0% | +13.9% | -45.8% | -36.9% |
| YTD | -13.6% | +20.8% | -34.4% | -22.4% |
| 1Y | -6.0% | +26.4% | -32.3% | -17.5% |
| 3Y | +57.9% | +71.8% | -13.8% | +16.6% |
| 5Y | +19.2% | +49.9% | -30.6% | -6.9% |
| 10Y | +232.3% | +140.0% | +92.3% | +103.6% |
| All | +3,112.4% | +153.3% | +2,959.1% | +1,437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling