+154.7%
GS vs LHX
+37.3%
+117.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +5.1% | +5.3% | -0.2% | +3.9% |
| 30D | +2.4% | +15.8% | -13.4% | -1.4% |
| 3M | -11.5% | -6.1% | -5.4% | -10.3% |
| 6M | -2.5% | -11.4% | +8.9% | -0.1% |
| YTD | +5.5% | -6.3% | +11.7% | +5.6% |
| 1Y | +11.0% | -8.0% | +19.0% | +11.7% |
| 3Y | +200.1% | +58.1% | +142.0% | +158.6% |
| 5Y | +154.7% | +36.3% | +118.4% | +121.8% |
| All | +154.7% | +37.3% | +117.4% | +121.8% |
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 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