+137.7%
GLD vs LHX
+16.3%
+121.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -2.0% | -4.3% | +2.3% | -1.4% |
| 30D | -1.5% | -15.1% | +13.6% | +0.5% |
| 3M | +3.2% | -21.0% | +24.2% | +6.1% |
| 6M | -16.3% | -32.0% | +15.7% | -12.2% |
| YTD | +0.6% | -15.3% | +15.9% | +3.3% |
| 1Y | +19.1% | -11.1% | +30.2% | +21.8% |
| 3Y | +123.5% | +54.0% | +69.5% | +117.5% |
| All | +137.7% | +16.3% | +121.5% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling