+57.7%
GEV vs LHX
-4.2%
+61.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +3.3% | -2.0% | +5.2% | +3.5% |
| 30D | -7.5% | -9.9% | +2.5% | -6.3% |
| 3M | -2.2% | -16.5% | +14.3% | +0.5% |
| 6M | +12.1% | -29.6% | +41.7% | +24.2% |
| YTD | +44.4% | -11.6% | +56.0% | +37.0% |
| 1Y | +57.7% | -4.1% | +61.7% | +43.2% |
| All | +57.7% | -4.2% | +61.9% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling