+37.3%
GS vs LHX
-6.7%
+44.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.4% |
| 7D | +2.4% | -3.7% | +6.1% | +3.0% |
| 30D | -0.1% | -13.2% | +13.1% | +2.0% |
| 3M | +0.2% | -18.4% | +18.5% | +3.4% |
| 6M | +24.8% | -32.0% | +56.8% | +34.7% |
| YTD | +18.8% | -13.6% | +32.4% | +17.3% |
| 1Y | +37.3% | -6.0% | +43.3% | +30.3% |
| All | +37.3% | -6.7% | +44.1% | +30.3% |
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