+188.9%
GS vs LHX
+23.0%
+165.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.4% | -2.5% | +5.9% | +4.0% |
| 30D | +0.2% | -10.4% | +10.6% | +2.8% |
| 3M | -0.3% | -14.9% | +14.6% | +3.3% |
| 6M | +27.4% | -29.6% | +57.0% | +38.8% |
| YTD | +19.6% | -11.8% | +31.5% | +21.9% |
| 1Y | +42.5% | -5.1% | +47.5% | +41.9% |
| 3Y | +240.4% | +61.3% | +179.1% | +194.6% |
| 5Y | +188.9% | +22.4% | +166.5% | +155.9% |
| All | +188.9% | +23.0% | +165.9% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling