+61.3%
LHX vs FGI
-6.2%
+67.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -2.5% | +5.2% | -7.7% | -2.5% |
| 30D | -10.4% | +65.2% | -75.6% | -10.9% |
| 3M | -14.9% | +30.2% | -45.1% | -15.3% |
| 6M | -29.6% | +87.8% | -117.4% | -30.6% |
| YTD | -11.8% | +32.5% | -44.3% | -12.7% |
| 1Y | -5.1% | +93.6% | -98.7% | -6.7% |
| 3Y | +61.3% | -2.6% | +63.9% | +60.3% |
| All | +61.3% | -6.2% | +67.5% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling