+639.9%
GS vs LHX
+227.8%
+412.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.4% |
| 7D | -0.9% | -4.3% | +3.3% | +0.8% |
| 30D | -0.3% | -15.1% | +14.9% | +6.2% |
| 3M | -0.1% | -21.0% | +20.8% | +8.7% |
| 6M | +26.1% | -32.0% | +58.1% | +45.7% |
| YTD | +18.8% | -15.3% | +34.1% | +24.4% |
| 1Y | +33.7% | -11.1% | +44.8% | +36.8% |
| 3Y | +238.9% | +54.0% | +184.9% | +170.1% |
| 5Y | +187.9% | +17.1% | +170.8% | +150.0% |
| All | +639.9% | +227.8% | +412.1% | +291.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling