+222.0%
LHX vs GFI
+1,066.8%
-844.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.1% |
| 7D | -4.3% | -4.9% | +0.6% | -4.1% |
| 30D | -15.1% | +10.7% | -25.9% | -15.5% |
| 3M | -21.0% | +25.6% | -46.6% | -21.8% |
| 6M | -32.0% | -8.3% | -23.7% | -32.0% |
| YTD | -15.3% | +6.3% | -21.6% | -15.8% |
| 1Y | -11.1% | +22.1% | -33.1% | -12.1% |
| 3Y | +54.0% | +289.2% | -235.2% | +45.8% |
| 5Y | +17.1% | +531.7% | -514.5% | +9.5% |
| All | +222.0% | +1,066.8% | -844.8% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling