-9.3%
LHX vs GFI
+6.9%
-16.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.3% | -12.8% | -6.8% |
| 7D | -0.3% | +1.4% | -1.8% | -0.4% |
| 30D | +9.7% | +3.0% | +6.7% | +9.4% |
| 3M | -8.5% | +10.2% | -18.7% | -10.0% |
| 6M | -15.1% | -10.1% | -5.0% | -14.9% |
| YTD | -10.4% | -11.4% | +1.0% | -9.5% |
| 1Y | -9.3% | +8.4% | -17.7% | -9.9% |
| All | -9.3% | +6.9% | -16.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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