+23.6%
LHX vs BTSG
+389.4%
-365.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -4.3% | -3.3% | -1.0% | -4.1% |
| 30D | -15.1% | -1.6% | -13.6% | -15.1% |
| 3M | -21.0% | -6.9% | -14.1% | -21.1% |
| 6M | -32.0% | +42.1% | -74.1% | -34.9% |
| YTD | -15.3% | +56.8% | -72.1% | -19.8% |
| 1Y | -11.1% | +109.8% | -120.9% | -18.0% |
| All | +23.6% | +389.4% | -365.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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