+222.0%
LHX vs GAP
+31.2%
+190.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.4% |
| 7D | -4.3% | -4.1% | -0.2% | -3.8% |
| 30D | -15.1% | +6.2% | -21.4% | -15.8% |
| 3M | -21.0% | -0.7% | -20.3% | -21.1% |
| 6M | -32.0% | -7.1% | -24.9% | -31.9% |
| YTD | -15.3% | -14.1% | -1.3% | -14.7% |
| 1Y | -11.1% | -8.5% | -2.6% | -11.3% |
| 3Y | +54.0% | +115.4% | -61.3% | +33.3% |
| 5Y | +17.1% | +9.8% | +7.3% | +6.5% |
| All | +222.0% | +31.2% | +190.8% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling