+69.5%
LHX vs GH
+467.1%
-397.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -4.3% | -2.5% | -1.8% | -4.1% |
| 30D | -15.1% | -4.7% | -10.5% | -15.0% |
| 3M | -21.0% | +20.2% | -41.2% | -21.8% |
| 6M | -32.0% | +78.8% | -110.8% | -34.1% |
| YTD | -15.3% | +54.1% | -69.4% | -17.4% |
| 1Y | -11.1% | +177.1% | -188.1% | -15.7% |
| 3Y | +54.0% | +371.6% | -317.6% | +39.8% |
| 5Y | +17.1% | +21.9% | -4.8% | +12.2% |
| All | +69.5% | +467.1% | -397.6% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling