+54.0%
LHX vs BG
+18.0%
+36.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | -4.3% | +3.1% | -7.4% | -4.7% |
| 30D | -15.1% | +10.2% | -25.4% | -16.3% |
| 3M | -21.0% | -1.7% | -19.3% | -21.1% |
| 6M | -32.0% | +1.0% | -33.0% | -32.4% |
| YTD | -15.3% | +39.9% | -55.2% | -19.2% |
| 1Y | -11.1% | +53.2% | -64.3% | -16.4% |
| 3Y | +54.0% | +16.3% | +37.7% | +62.5% |
| All | +54.0% | +18.0% | +36.0% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling