+935.8%
LHX vs AG
+255.2%
+680.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | +4.8% | -10.0% | +14.8% | +5.6% |
| 30D | +14.7% | -10.5% | +25.2% | +15.4% |
| 3M | -5.1% | -27.3% | +22.1% | -3.3% |
| 6M | -9.9% | -43.0% | +33.1% | -6.8% |
| YTD | -6.1% | -17.9% | +11.8% | -6.3% |
| 1Y | -4.0% | +11.9% | -15.9% | -6.7% |
| 3Y | +56.9% | +201.8% | -144.9% | +36.9% |
| 5Y | +36.6% | -0.1% | +36.7% | +27.0% |
| 10Y | +217.5% | +72.7% | +144.8% | +159.1% |
| All | +935.8% | +255.2% | +680.7% | +452.8% |
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