-9.3%
LHX vs BTG
+24.4%
-33.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.7% | -15.2% | -6.8% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +9.7% | -0.8% | +10.4% | +9.7% |
| 3M | -8.5% | +31.8% | -40.4% | -10.9% |
| 6M | -15.1% | +20.4% | -35.5% | -16.9% |
| YTD | -10.4% | +14.7% | -25.2% | -13.0% |
| 1Y | -9.3% | +29.4% | -38.6% | -13.3% |
| All | -9.3% | +24.4% | -33.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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