+25.7%
LHX vs FGI
-70.4%
+96.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.2% | -1.8% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | -9.9% | +65.4% | -75.3% | -10.7% |
| 3M | -16.5% | +23.5% | -40.0% | -17.0% |
| 6M | -29.6% | +60.5% | -90.1% | -30.7% |
| YTD | -11.6% | +30.0% | -41.6% | -12.7% |
| 1Y | -4.1% | +82.1% | -86.1% | -6.4% |
| 3Y | +53.3% | -4.4% | +57.6% | +50.1% |
| All | +25.7% | -70.4% | +96.0% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling