+872.7%
LHX vs AG
+439.9%
+432.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -2.5% | +4.5% | -7.0% | -2.8% |
| 30D | -10.4% | +12.9% | -23.2% | -11.3% |
| 3M | -14.9% | +20.9% | -35.9% | -16.5% |
| 6M | -29.6% | -19.5% | -10.1% | -29.1% |
| YTD | -11.8% | +24.8% | -36.6% | -14.5% |
| 1Y | -5.1% | +120.2% | -125.3% | -12.5% |
| 3Y | +61.3% | +279.0% | -217.7% | +38.4% |
| 5Y | +22.4% | +67.9% | -45.5% | +9.6% |
| 10Y | +232.2% | +57.5% | +174.7% | +175.8% |
| All | +872.7% | +439.9% | +432.7% | +404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling