+7,700.9%
LHX vs GD
+20,186.5%
-12,485.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | -2.0% | -5.3% | +3.3% | +0.3% |
| 30D | -9.9% | -6.4% | -3.5% | -7.4% |
| 3M | -16.5% | +5.7% | -22.2% | -18.3% |
| 6M | -29.6% | -0.9% | -28.6% | -29.3% |
| YTD | -11.6% | +8.2% | -19.7% | -14.4% |
| 1Y | -4.1% | +13.4% | -17.5% | -8.8% |
| 3Y | +53.3% | +68.5% | -15.2% | +23.5% |
| 5Y | +22.3% | +97.2% | -74.9% | -6.8% |
| 10Y | +231.9% | +190.2% | +41.7% | +119.0% |
| All | +7,700.9% | +20,186.5% | -12,485.6% | +2,423.4% |
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 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