+223.3%
LHX vs GD
+185.2%
+38.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.2% | +2.8% |
| 7D | -2.7% | -3.0% | +0.3% | -0.4% |
| 30D | +14.5% | +9.3% | +5.2% | +7.6% |
| 3M | -4.9% | -7.2% | +2.3% | +0.6% |
| 6M | -8.6% | +5.5% | -14.1% | -11.8% |
| YTD | -6.4% | +9.5% | -15.9% | -12.4% |
| 1Y | -5.1% | +6.4% | -11.5% | -9.3% |
| 3Y | +59.1% | +59.8% | -0.8% | +11.4% |
| 5Y | +33.4% | +98.0% | -64.5% | -19.9% |
| 10Y | +223.3% | +177.4% | +46.0% | +54.6% |
| All | +223.3% | +185.2% | +38.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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