-9.3%
LHX vs BG
+7.2%
-16.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.9% | -6.7% |
| 7D | -0.3% | -3.8% | +3.4% | +0.1% |
| 30D | +9.7% | -9.6% | +19.3% | +11.3% |
| 3M | -8.5% | -8.5% | 0.0% | -7.7% |
| 6M | -15.1% | -23.0% | +8.0% | -12.2% |
| YTD | -10.4% | +10.9% | -21.3% | -15.9% |
| 1Y | -9.3% | +6.0% | -15.3% | -15.7% |
| All | -9.3% | +7.2% | -16.5% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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