+18.7%
LHX vs GDDY
+29.8%
-11.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -4.3% | -3.2% | -1.1% | -4.0% |
| 30D | -15.1% | +6.8% | -21.9% | -15.8% |
| 3M | -21.0% | +30.5% | -51.4% | -23.5% |
| 6M | -32.0% | +13.3% | -45.3% | -33.3% |
| YTD | -15.3% | -21.0% | +5.6% | -13.6% |
| 1Y | -11.1% | -34.0% | +22.9% | -7.2% |
| 3Y | +54.0% | +33.1% | +20.9% | +46.0% |
| All | +18.7% | +29.8% | -11.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 5y: compounded portfolio wealth divided by compounded GDDY 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…
5y analysis · Full analysis span regression · 6 months rolling