+8,156.3%
LHX vs GD
+20,436.8%
-12,280.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.2% | +3.5% |
| 7D | -2.7% | -3.0% | +0.3% | -1.4% |
| 30D | +14.5% | +9.3% | +5.2% | +10.5% |
| 3M | -4.9% | -7.2% | +2.3% | -1.7% |
| 6M | -8.6% | +5.5% | -14.1% | -10.3% |
| YTD | -6.4% | +9.5% | -15.9% | -9.7% |
| 1Y | -5.1% | +6.4% | -11.5% | -7.3% |
| 3Y | +59.1% | +59.8% | -0.8% | +31.1% |
| 5Y | +33.4% | +98.0% | -64.5% | +1.6% |
| 10Y | +223.3% | +177.4% | +46.0% | +116.9% |
| All | +8,156.3% | +20,436.8% | -12,280.5% | +2,561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling