+25.3%
LHX vs FGI
-69.8%
+95.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.1% |
| 3M | -14.9% | +30.2% | -45.1% | -15.5% |
| 6M | -29.6% | +87.8% | -117.4% | -30.9% |
| YTD | -11.8% | +32.5% | -44.3% | -13.0% |
| 1Y | -5.1% | +93.6% | -98.7% | -7.4% |
| 3Y | +61.3% | -2.6% | +63.9% | +58.0% |
| All | +25.3% | -69.8% | +95.1% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling