+225.8%
LHX vs AG
+73.4%
+152.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.0% | -0.6% |
| 7D | -4.8% | -5.8% | +1.0% | -4.5% |
| 30D | -12.7% | +6.4% | -19.1% | -13.1% |
| 3M | -17.6% | +28.4% | -46.0% | -18.9% |
| 6M | -30.7% | -24.5% | -6.3% | -30.1% |
| YTD | -14.3% | +21.2% | -35.5% | -15.8% |
| 1Y | -8.4% | +114.1% | -122.5% | -12.6% |
| 3Y | +56.7% | +268.0% | -211.4% | +43.4% |
| 5Y | +18.5% | +67.3% | -48.9% | +10.8% |
| All | +225.8% | +73.4% | +152.3% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling