+213.1%
GLD vs LHX
+231.6%
-18.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -3.4% | -4.8% | +1.4% | -3.1% |
| 30D | -1.1% | -12.7% | +11.6% | -0.2% |
| 3M | +5.8% | -17.6% | +23.5% | +7.1% |
| 6M | -17.1% | -30.7% | +13.7% | -15.0% |
| YTD | 0.0% | -14.3% | +14.4% | +1.4% |
| 1Y | +18.2% | -8.4% | +26.6% | +19.4% |
| 3Y | +122.6% | +56.7% | +65.9% | +119.4% |
| 5Y | +137.1% | +18.5% | +118.6% | +135.9% |
| All | +213.1% | +231.6% | -18.5% | +216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling