-9.3%
LHX vs FGI
+38.7%
-48.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.0% | -1.5% | -6.4% |
| 7D | -0.3% | +3.3% | -3.7% | -0.4% |
| 30D | +9.7% | -2.0% | +11.7% | +9.6% |
| 3M | -8.5% | +60.3% | -68.8% | -8.6% |
| 6M | -15.1% | +0.7% | -15.8% | -15.1% |
| YTD | -10.4% | +30.2% | -40.6% | -10.9% |
| 1Y | -9.3% | +44.4% | -53.7% | -12.2% |
| All | -9.3% | +38.7% | -48.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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