+1,391.9%
GIS vs LHX
+7,852.8%
-6,460.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | -8.4% | -4.8% | -3.6% | -7.8% |
| 30D | -5.2% | -12.7% | +7.6% | -3.6% |
| 3M | +8.2% | -17.6% | +25.8% | +10.6% |
| 6M | -12.0% | -30.7% | +18.7% | -8.2% |
| YTD | -18.9% | -14.3% | -4.5% | -17.7% |
| 1Y | -23.6% | -8.4% | -15.2% | -23.2% |
| 3Y | -37.6% | +56.7% | -94.3% | -41.5% |
| 5Y | -25.2% | +18.5% | -43.7% | -27.8% |
| 10Y | -19.3% | +229.6% | -248.9% | -31.2% |
| All | +1,391.9% | +7,852.8% | -6,460.9% | +731.0% |
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 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