+240.4%
GS vs LHX
+60.8%
+179.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.4% | -2.5% | +5.9% | +4.1% |
| 30D | +0.2% | -10.4% | +10.6% | +2.9% |
| 3M | -0.3% | -14.9% | +14.6% | +3.5% |
| 6M | +27.4% | -29.6% | +57.0% | +40.3% |
| YTD | +19.6% | -11.8% | +31.5% | +21.2% |
| 1Y | +42.5% | -5.1% | +47.5% | +40.3% |
| 3Y | +240.4% | +61.3% | +179.1% | +185.9% |
| All | +240.4% | +60.8% | +179.7% | +185.9% |
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