+22.4%
LHX vs GEHC
+2.1%
+20.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -4.3% | -7.2% | +2.9% | -3.3% |
| 30D | -15.1% | -11.6% | -3.6% | -13.8% |
| 3M | -21.0% | -0.8% | -20.1% | -21.0% |
| 6M | -32.0% | -11.9% | -20.1% | -31.1% |
| YTD | -15.3% | -21.9% | +6.6% | -12.9% |
| 1Y | -11.1% | -17.8% | +6.8% | -9.2% |
| 3Y | +54.0% | -3.5% | +57.6% | +50.9% |
| All | +22.4% | +2.1% | +20.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 5y: compounded portfolio wealth divided by compounded GEHC 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…
5y analysis · Full analysis span regression · 6 months rolling