-9.3%
LHX vs GH
+80.5%
-89.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.7% | -2.8% | -6.4% |
| 7D | -0.3% | -7.7% | +7.3% | -0.2% |
| 30D | +9.7% | -10.0% | +19.6% | +9.9% |
| 3M | -8.5% | +5.5% | -14.0% | -8.6% |
| 6M | -15.1% | +84.9% | -100.0% | -18.0% |
| YTD | -10.4% | +65.0% | -75.5% | -13.2% |
| 1Y | -9.3% | +71.8% | -81.1% | -12.7% |
| All | -9.3% | +80.5% | -89.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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