+816.6%
GLD vs LHX
+1,131.3%
-314.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.5% | -2.0% | +1.4% | -0.4% |
| 30D | +4.4% | -9.9% | +14.3% | +4.9% |
| 3M | -1.1% | -16.5% | +15.4% | -0.3% |
| 6M | -13.8% | -29.6% | +15.8% | -12.4% |
| YTD | +2.6% | -11.6% | +14.2% | +3.3% |
| 1Y | +24.5% | -4.1% | +28.6% | +24.9% |
| 3Y | +125.8% | +53.3% | +72.6% | +122.4% |
| 5Y | +137.8% | +22.3% | +115.5% | +135.6% |
| 10Y | +221.4% | +231.9% | -10.5% | +207.0% |
| All | +816.6% | +1,131.3% | -314.8% | +693.2% |
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