+2,823.8%
LHX vs AGI
+5,453.2%
-2,629.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -3.7% | +2.2% | -5.9% | -3.8% |
| 30D | -13.2% | +11.3% | -24.4% | -13.7% |
| 3M | -18.4% | +5.6% | -24.0% | -18.7% |
| 6M | -32.0% | -27.7% | -4.3% | -31.0% |
| YTD | -13.6% | -4.1% | -9.6% | -13.9% |
| 1Y | -6.0% | +13.8% | -19.8% | -7.2% |
| 3Y | +57.9% | +217.0% | -159.1% | +46.9% |
| 5Y | +19.2% | +404.3% | -385.1% | +7.7% |
| 10Y | +232.3% | +400.5% | -168.2% | +189.9% |
| All | +2,823.8% | +5,453.2% | -2,629.4% | +2,166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling