+61.1%
LHX vs GD
+74.3%
-13.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.5% |
| 7D | -2.0% | -5.3% | +3.3% | +1.7% |
| 30D | -9.9% | -6.4% | -3.5% | -5.8% |
| 3M | -16.5% | +5.7% | -22.2% | -19.4% |
| 6M | -29.6% | -0.9% | -28.6% | -28.9% |
| YTD | -11.6% | +8.2% | -19.7% | -15.9% |
| 1Y | -4.1% | +13.4% | -17.5% | -11.4% |
| All | +61.1% | +74.3% | -13.1% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling