+800.7%
GLD vs LHX
+1,127.9%
-327.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | +0.7% | -2.5% | +3.3% | +0.9% |
| 30D | +0.3% | -10.4% | +10.7% | +0.8% |
| 3M | +0.6% | -14.9% | +15.6% | +1.3% |
| 6M | -15.6% | -29.6% | +14.0% | -14.3% |
| YTD | +0.9% | -11.8% | +12.7% | +1.5% |
| 1Y | +19.4% | -5.1% | +24.5% | +19.8% |
| 3Y | +124.5% | +61.3% | +63.1% | +120.7% |
| 5Y | +138.9% | +22.4% | +116.5% | +136.7% |
| 10Y | +213.3% | +232.2% | -19.0% | +199.2% |
| All | +800.7% | +1,127.9% | -327.2% | +679.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling