-9.3%
LHX vs GGLL
-11.6%
+2.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.5% | -13.0% | -6.2% |
| 7D | -0.3% | -23.1% | +22.8% | -0.8% |
| 30D | +9.7% | -32.9% | +42.5% | +9.4% |
| 3M | -8.5% | -44.9% | +36.4% | -8.3% |
| 6M | -15.1% | -49.5% | +34.4% | -14.5% |
| YTD | -10.4% | -28.9% | +18.5% | -12.3% |
| 1Y | -9.3% | -12.2% | +2.9% | -12.5% |
| All | -9.3% | -11.6% | +2.3% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling