+170.5%
GM vs LHX
+54.0%
+116.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.3% |
| 7D | -2.4% | -4.3% | +1.8% | -1.5% |
| 30D | -1.1% | -15.1% | +14.0% | +2.6% |
| 3M | +6.1% | -21.0% | +27.1% | +11.7% |
| 6M | +15.0% | -32.0% | +47.0% | +25.7% |
| YTD | +6.0% | -15.3% | +21.3% | +9.0% |
| 1Y | +47.1% | -11.1% | +58.1% | +48.7% |
| 3Y | +170.5% | +54.0% | +116.5% | +126.2% |
| All | +170.5% | +54.0% | +116.5% | +126.2% |
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 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