-9.3%
LHX vs AGI
-1.1%
-8.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +10.8% | -17.2% | -7.1% |
| 7D | -0.3% | -5.3% | +4.9% | +0.2% |
| 30D | +9.7% | -7.1% | +16.8% | +10.4% |
| 3M | -8.5% | +4.4% | -12.9% | -9.9% |
| 6M | -15.1% | -23.0% | +7.9% | -12.9% |
| YTD | -10.4% | -22.0% | +11.6% | -7.3% |
| 1Y | -9.3% | +0.3% | -9.6% | -8.0% |
| All | -9.3% | -1.1% | -8.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling