+105.9%
GILD vs LHX
+54.0%
+51.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.6% |
| 7D | -4.8% | -4.3% | -0.6% | -4.2% |
| 30D | +5.8% | -15.1% | +20.9% | +8.6% |
| 3M | +14.9% | -21.0% | +35.9% | +19.2% |
| 6M | -0.4% | -32.0% | +31.6% | +5.5% |
| YTD | +18.5% | -15.3% | +33.9% | +21.7% |
| 1Y | +25.1% | -11.1% | +36.2% | +27.2% |
| 3Y | +105.9% | +54.0% | +51.9% | +92.0% |
| All | +105.9% | +54.0% | +51.9% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling