+2,225.1%
LHX vs RSG
+1,999.8%
+225.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.8% | -1.8% | -3.0% | -4.2% |
| 30D | -12.7% | +2.8% | -15.5% | -13.6% |
| 3M | -17.6% | +4.3% | -21.9% | -18.9% |
| 6M | -30.7% | -0.5% | -30.2% | -30.8% |
| YTD | -14.3% | +5.2% | -19.6% | -16.1% |
| 1Y | -8.4% | -2.1% | -6.3% | -8.1% |
| 3Y | +56.7% | +56.5% | +0.2% | +33.9% |
| 5Y | +18.5% | +89.5% | -71.0% | -5.4% |
| 10Y | +229.6% | +424.8% | -195.2% | +94.8% |
| All | +2,225.1% | +1,999.8% | +225.3% | +868.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling