+222.0%
LHX vs BTG
+159.3%
+62.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.3% | -3.8% | -0.5% | -4.0% |
| 30D | -15.1% | +3.6% | -18.8% | -15.4% |
| 3M | -21.0% | +32.0% | -53.0% | -22.6% |
| 6M | -32.0% | +3.4% | -35.4% | -32.5% |
| YTD | -15.3% | +20.8% | -36.1% | -17.0% |
| 1Y | -11.1% | +22.4% | -33.5% | -13.1% |
| 3Y | +54.0% | +91.7% | -37.7% | +45.2% |
| 5Y | +17.1% | +79.0% | -61.9% | +10.4% |
| All | +222.0% | +159.3% | +62.8% | +199.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling