+33.2%
LHX vs FGI
-66.3%
+99.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -1.8% |
| 7D | +5.3% | +13.5% | -8.2% | +5.2% |
| 30D | +15.8% | +17.1% | -1.3% | +15.6% |
| 3M | -6.1% | +78.0% | -84.1% | -6.9% |
| 6M | -11.4% | +46.4% | -57.8% | -12.1% |
| YTD | -6.3% | +47.7% | -54.0% | -7.6% |
| 1Y | -8.0% | +56.8% | -64.8% | -9.6% |
| 3Y | +58.1% | +12.3% | +45.8% | +54.5% |
| All | +33.2% | -66.3% | +99.5% | +30.6% |
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