-11.1%
LHX vs GH
+176.0%
-187.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -22.2% |
| 6M | -32.0% | +78.8% | -110.8% | -35.4% |
| YTD | -15.3% | +54.1% | -69.4% | -18.8% |
| 1Y | -11.1% | +177.1% | -188.1% | -22.5% |
| All | -11.1% | +176.0% | -187.0% | -22.5% |
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