+18.7%
LHX vs GH
+20.8%
-2.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -4.3% | -2.5% | -1.8% | -4.2% |
| 30D | -15.1% | -4.7% | -10.5% | -15.1% |
| 3M | -21.0% | +20.2% | -41.2% | -21.5% |
| 6M | -32.0% | +78.8% | -110.8% | -33.3% |
| YTD | -15.3% | +54.1% | -69.4% | -16.6% |
| 1Y | -11.1% | +177.1% | -188.1% | -13.8% |
| 3Y | +54.0% | +371.6% | -317.6% | +45.8% |
| All | +18.7% | +20.8% | -2.1% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling