-30.7%
LHX vs AGI
-31.3%
+0.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | -4.8% | -5.4% | +0.6% | -4.4% |
| 30D | -12.7% | +6.6% | -19.4% | -13.4% |
| 3M | -17.6% | +8.2% | -25.8% | -18.2% |
| 6M | -30.7% | -29.3% | -1.4% | -28.8% |
| All | -30.7% | -31.3% | +0.6% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling