+653.8%
LHX vs BTG
+371.8%
+282.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -4.8% | -5.5% | +0.7% | -4.5% |
| 30D | -12.7% | +6.1% | -18.9% | -13.1% |
| 3M | -17.6% | +38.6% | -56.3% | -19.4% |
| 6M | -30.7% | +0.7% | -31.4% | -31.1% |
| YTD | -14.3% | +20.3% | -34.7% | -15.9% |
| 1Y | -8.4% | +25.0% | -33.4% | -10.4% |
| 3Y | +56.7% | +97.3% | -40.6% | +48.2% |
| 5Y | +18.5% | +78.3% | -59.9% | +12.0% |
| 10Y | +229.6% | +151.6% | +77.9% | +197.3% |
| All | +653.8% | +371.8% | +282.0% | +463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling