+71.4%
LHX vs GH
+473.1%
-401.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -4.8% | -1.2% | -3.6% | -4.7% |
| 30D | -12.7% | -3.7% | -9.1% | -12.6% |
| 3M | -17.6% | +21.7% | -39.3% | -18.5% |
| 6M | -30.7% | +75.7% | -106.5% | -32.8% |
| YTD | -14.3% | +55.7% | -70.0% | -16.5% |
| 1Y | -8.4% | +181.1% | -189.5% | -13.3% |
| 3Y | +56.7% | +371.6% | -315.0% | +42.2% |
| 5Y | +18.5% | +23.2% | -4.7% | +13.5% |
| All | +71.4% | +473.1% | -401.6% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling