+54.0%
LHX vs XME
+122.1%
-68.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -4.3% | -4.2% | 0.0% | -3.5% |
| 30D | -15.1% | -2.7% | -12.4% | -14.8% |
| 3M | -21.0% | -3.9% | -17.0% | -20.5% |
| 6M | -32.0% | -1.0% | -31.0% | -32.4% |
| YTD | -15.3% | +9.8% | -25.1% | -17.6% |
| 1Y | -11.1% | +32.5% | -43.6% | -16.7% |
| 3Y | +54.0% | +124.3% | -70.3% | +23.5% |
| All | +54.0% | +122.1% | -68.0% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling