+7,679.3%
LHX vs GAP
+2,253.0%
+5,426.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.5% | +1.7% | -4.2% | -2.8% |
| 30D | -10.4% | +9.3% | -19.7% | -11.8% |
| 3M | -14.9% | +6.1% | -21.0% | -16.1% |
| 6M | -29.6% | -2.3% | -27.3% | -30.0% |
| YTD | -11.8% | -10.6% | -1.2% | -11.5% |
| 1Y | -5.1% | -4.4% | -0.6% | -6.2% |
| 3Y | +61.3% | +118.3% | -57.0% | +31.4% |
| 5Y | +22.4% | +12.2% | +10.2% | +5.7% |
| 10Y | +232.2% | +33.7% | +198.5% | +145.0% |
| All | +7,679.3% | +2,253.0% | +5,426.4% | +2,433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling