+2,064.0%
GS vs LHX
+2,824.8%
-760.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | +0.9% | -2.0% | +2.9% | +1.8% |
| 30D | -1.6% | -9.9% | +8.4% | +2.6% |
| 3M | -4.5% | -16.5% | +12.0% | +2.0% |
| 6M | +20.9% | -29.6% | +50.5% | +38.3% |
| YTD | +19.9% | -11.6% | +31.5% | +24.0% |
| 1Y | +41.4% | -4.1% | +45.5% | +40.9% |
| 3Y | +239.2% | +53.3% | +185.9% | +173.4% |
| 5Y | +185.0% | +22.3% | +162.8% | +145.8% |
| 10Y | +655.0% | +231.9% | +423.1% | +313.9% |
| All | +2,064.0% | +2,824.8% | -760.8% | +425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling