+55.8%
LHX vs GAP
+103.6%
-47.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -4.8% | -6.3% | +1.5% | -4.5% |
| 30D | -12.7% | -0.2% | -12.5% | -12.8% |
| 3M | -17.6% | 0.0% | -17.7% | -17.7% |
| 6M | -30.7% | -8.1% | -22.6% | -30.6% |
| YTD | -14.3% | -16.5% | +2.1% | -13.9% |
| 1Y | -8.4% | -10.5% | +2.1% | -8.4% |
| All | +55.8% | +103.6% | -47.8% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling