-9.3%
LHX vs XME
+5.2%
-14.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.4% | -6.3% |
| 7D | -0.3% | -5.5% | +5.1% | +0.6% |
| 30D | +9.7% | -11.1% | +20.8% | +11.8% |
| 3M | -8.5% | -11.1% | +2.6% | -7.2% |
| 6M | -15.1% | -18.0% | +2.9% | -12.5% |
| YTD | -10.4% | -7.4% | -3.1% | -12.5% |
| 1Y | -9.3% | +6.7% | -16.0% | -15.2% |
| All | -9.3% | +5.2% | -14.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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