+606.9%
GEV vs LHX
+22.5%
+584.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.7% |
| 7D | -1.9% | -4.8% | +2.9% | -1.0% |
| 30D | -8.7% | -12.7% | +4.1% | -6.4% |
| 3M | +6.6% | -17.6% | +24.2% | +10.1% |
| 6M | +10.2% | -30.7% | +40.9% | +20.5% |
| YTD | +41.6% | -14.3% | +56.0% | +42.9% |
| 1Y | +43.9% | -8.4% | +52.3% | +42.3% |
| All | +606.9% | +22.5% | +584.4% | +571.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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