+964.0%
LHX vs XME
+246.2%
+717.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -2.5% | +3.6% | -6.1% | -3.7% |
| 30D | -10.4% | +3.6% | -14.0% | -11.7% |
| 3M | -14.9% | +1.2% | -16.2% | -16.0% |
| 6M | -29.6% | +9.0% | -38.7% | -32.8% |
| YTD | -11.8% | +15.9% | -27.7% | -17.8% |
| 1Y | -5.1% | +43.2% | -48.3% | -18.4% |
| 3Y | +61.3% | +137.4% | -76.1% | +12.6% |
| 5Y | +22.4% | +185.0% | -162.7% | -23.0% |
| 10Y | +232.2% | +409.5% | -177.2% | +53.6% |
| All | +964.0% | +246.2% | +717.8% | +351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling