+40.6%
GLW vs LHX
-8.3%
+48.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.5% | +0.6% | -7.2% |
| 7D | -9.5% | -0.3% | -9.1% | -9.2% |
| 30D | -25.5% | +9.7% | -35.1% | -23.3% |
| 3M | -25.6% | -8.5% | -17.1% | -25.8% |
| 6M | -25.5% | -15.1% | -10.4% | -26.1% |
| YTD | +36.4% | -10.4% | +46.8% | +30.6% |
| 1Y | +40.6% | -9.3% | +49.9% | +33.1% |
| All | +40.6% | -8.3% | +48.9% | +33.1% |
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