+54.0%
LHX vs GFS
-19.7%
+73.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.2% |
| 7D | -4.3% | +3.8% | -8.1% | -4.3% |
| 30D | -15.1% | -11.7% | -3.4% | -15.0% |
| 3M | -21.0% | -41.8% | +20.8% | -20.3% |
| 6M | -32.0% | +6.6% | -38.6% | -33.6% |
| YTD | -15.3% | +34.6% | -50.0% | -18.7% |
| 1Y | -11.1% | +46.2% | -57.2% | -14.9% |
| 3Y | +54.0% | -20.3% | +74.3% | +43.3% |
| All | +54.0% | -19.7% | +73.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling