-30.7%
LHX vs BTSG
+37.1%
-67.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | -1.0% |
| 7D | -4.8% | -5.8% | +1.0% | -4.9% |
| 30D | -12.7% | 0.0% | -12.7% | -12.6% |
| 3M | -17.6% | -4.5% | -13.2% | -19.2% |
| 6M | -30.7% | +40.0% | -70.7% | -36.2% |
| All | -30.7% | +37.1% | -67.8% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling