+4,893.4%
GLW vs LHX
+8,088.8%
-3,195.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.8% | +7.7% |
| 7D | +14.0% | -2.5% | +16.5% | +15.3% |
| 30D | +0.4% | -10.4% | +10.7% | +5.2% |
| 3M | -11.3% | -14.9% | +3.6% | -6.5% |
| 6M | +35.1% | -29.6% | +64.7% | +54.7% |
| YTD | +90.5% | -11.8% | +102.3% | +95.6% |
| 1Y | +132.0% | -5.1% | +137.1% | +129.9% |
| 3Y | +463.3% | +61.3% | +402.0% | +327.5% |
| 5Y | +382.5% | +22.4% | +360.1% | +303.9% |
| 10Y | +837.6% | +232.2% | +605.4% | +382.6% |
| All | +4,893.4% | +8,088.8% | -3,195.4% | +609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling