-11.1%
LHX vs GFI
+29.3%
-40.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -4.3% | -2.7% | -1.6% | -4.1% |
| 30D | -15.1% | +13.2% | -28.4% | -16.0% |
| 3M | -21.0% | +28.5% | -49.4% | -22.7% |
| 6M | -32.0% | -6.2% | -25.8% | -31.9% |
| YTD | -15.3% | +8.7% | -24.0% | -15.7% |
| 1Y | -11.1% | +24.8% | -35.9% | -13.6% |
| All | -11.1% | +29.3% | -40.4% | -13.6% |
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