+222.0%
LHX vs RSG
+428.9%
-206.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.6% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -15.1% | +4.0% | -19.1% | -17.2% |
| 3M | -21.0% | +7.4% | -28.3% | -24.5% |
| 6M | -32.0% | +0.1% | -32.1% | -32.4% |
| YTD | -15.3% | +6.0% | -21.3% | -18.9% |
| 1Y | -11.1% | -3.0% | -8.1% | -10.2% |
| 3Y | +54.0% | +56.5% | -2.5% | +11.9% |
| 5Y | +17.1% | +90.9% | -73.8% | -27.3% |
| All | +222.0% | +428.9% | -206.9% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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