+7,369.1%
LHX vs GFI
+650.5%
+6,718.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.1% |
| 7D | -4.3% | -4.9% | +0.6% | -4.0% |
| 30D | -15.1% | +10.7% | -25.9% | -15.6% |
| 3M | -21.0% | +25.6% | -46.6% | -22.0% |
| 6M | -32.0% | -8.3% | -23.7% | -32.0% |
| YTD | -15.3% | +6.3% | -21.6% | -16.1% |
| 1Y | -11.1% | +22.1% | -33.1% | -12.7% |
| 3Y | +54.0% | +289.2% | -235.2% | +41.1% |
| 5Y | +17.1% | +531.7% | -514.5% | +3.5% |
| 10Y | +225.8% | +1,043.8% | -818.0% | +168.1% |
| All | +7,369.1% | +650.5% | +6,718.6% | +5,641.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling