+222.0%
LHX vs AGI
+392.3%
-170.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -4.3% | -2.7% | -1.5% | -4.1% |
| 30D | -15.1% | +7.2% | -22.4% | -15.5% |
| 3M | -21.0% | +4.3% | -25.2% | -21.3% |
| 6M | -32.0% | -27.1% | -4.9% | -31.2% |
| YTD | -15.3% | -6.6% | -8.7% | -15.3% |
| 1Y | -11.1% | +9.5% | -20.6% | -11.8% |
| 3Y | +54.0% | +208.4% | -154.4% | +45.8% |
| 5Y | +17.1% | +401.6% | -384.5% | +8.7% |
| All | +222.0% | +392.3% | -170.3% | +200.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling