-8.0%
LHX vs GGLL
-15.1%
+7.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -1.6% |
| 7D | +5.3% | +11.5% | -6.2% | +5.7% |
| 30D | +15.8% | -31.2% | +47.0% | +15.9% |
| 3M | -6.1% | -28.7% | +22.6% | -6.1% |
| 6M | -11.4% | -47.2% | +35.8% | -10.5% |
| YTD | -6.3% | -24.3% | +18.0% | -8.2% |
| 1Y | -8.0% | -12.0% | +4.0% | -10.1% |
| All | -8.0% | -15.1% | +7.1% | -10.1% |
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