+1,186.6%
LHX vs IAU
+867.6%
+319.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | -13.2% | +0.2% | -13.4% | -13.2% |
| 3M | -18.4% | +3.3% | -21.6% | -18.8% |
| 6M | -32.0% | -14.6% | -17.4% | -30.8% |
| YTD | -13.6% | +1.9% | -15.5% | -13.9% |
| 1Y | -6.0% | +20.9% | -26.8% | -7.8% |
| 3Y | +57.9% | +127.5% | -69.5% | +45.2% |
| 5Y | +19.2% | +141.9% | -122.7% | +8.9% |
| 10Y | +232.3% | +222.8% | +9.5% | +195.3% |
| All | +1,186.6% | +867.6% | +319.0% | +868.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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