+471.0%
GLW vs LHX
+54.0%
+417.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.2% | +2.1% |
| 7D | +7.8% | -4.3% | +12.1% | +8.2% |
| 30D | -0.4% | -15.1% | +14.7% | +0.8% |
| 3M | -5.6% | -21.0% | +15.4% | -3.7% |
| 6M | +26.7% | -32.0% | +58.7% | +35.1% |
| YTD | +91.0% | -15.3% | +106.4% | +90.8% |
| 1Y | +122.4% | -11.1% | +133.5% | +119.3% |
| 3Y | +471.0% | +54.0% | +417.0% | +391.8% |
| All | +471.0% | +54.0% | +417.0% | +391.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling