-5.1%
LHX vs GD
+12.5%
-17.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.3% |
| 7D | -2.5% | -3.5% | +1.0% | +0.2% |
| 30D | -10.4% | -9.0% | -1.3% | -3.5% |
| 3M | -14.9% | +5.1% | -20.0% | -17.8% |
| 6M | -29.6% | -1.0% | -28.6% | -27.4% |
| YTD | -11.8% | +7.3% | -19.1% | -16.5% |
| 1Y | -5.1% | +12.4% | -17.5% | -14.4% |
| All | -5.1% | +12.5% | -17.6% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling