+126.1%
GLD vs LHX
+57.1%
+69.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | +0.1% | -3.7% | +3.9% | +0.7% |
| 30D | +0.2% | -13.2% | +13.4% | +2.5% |
| 3M | +3.2% | -18.4% | +21.6% | +6.6% |
| 6M | -14.6% | -32.0% | +17.3% | -8.8% |
| YTD | +1.8% | -13.6% | +15.4% | +5.5% |
| 1Y | +20.7% | -6.0% | +26.7% | +24.2% |
| All | +126.1% | +57.1% | +69.0% | +116.9% |
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