+2,587.9%
LHX vs BG
+1,192.5%
+1,395.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -4.8% | +3.7% | -8.5% | -5.7% |
| 30D | -12.7% | +12.3% | -25.1% | -15.5% |
| 3M | -17.6% | -2.2% | -15.4% | -17.5% |
| 6M | -30.7% | +5.3% | -36.1% | -32.1% |
| YTD | -14.3% | +42.4% | -56.8% | -22.5% |
| 1Y | -8.4% | +55.2% | -63.6% | -19.5% |
| 3Y | +56.7% | +21.0% | +35.7% | +44.5% |
| 5Y | +18.5% | +87.1% | -68.7% | -4.8% |
| 10Y | +229.6% | +169.8% | +59.7% | +124.8% |
| All | +2,587.9% | +1,192.5% | +1,395.4% | +1,339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling