+22.7%
LHX vs FGI
-69.1%
+91.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.1% |
| 7D | -3.7% | +14.7% | -18.4% | -3.8% |
| 30D | -13.2% | +67.0% | -80.1% | -13.8% |
| 3M | -18.4% | +31.0% | -49.4% | -18.9% |
| 6M | -32.0% | +126.8% | -158.8% | -33.3% |
| YTD | -13.6% | +35.6% | -49.3% | -14.8% |
| 1Y | -6.0% | +108.9% | -114.9% | -8.4% |
| 3Y | +57.9% | -0.3% | +58.2% | +54.6% |
| All | +22.7% | -69.1% | +91.8% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling