+41.4%
GS vs LHX
-4.7%
+46.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.4% |
| 7D | +0.9% | -2.4% | +3.4% | +1.3% |
| 30D | -1.6% | -10.4% | +8.8% | -0.1% |
| 3M | -4.5% | -16.9% | +12.4% | -1.7% |
| 6M | +20.9% | -29.9% | +50.8% | +29.5% |
| YTD | +19.9% | -12.0% | +31.9% | +18.3% |
| 1Y | +41.4% | -4.5% | +45.9% | +37.1% |
| All | +41.4% | -4.7% | +46.1% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling