-11.1%
LHX vs GGLL
+64.4%
-75.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.5% | -1.3% |
| 7D | -4.3% | -0.3% | -3.9% | -4.2% |
| 30D | -15.1% | -4.0% | -11.2% | -15.0% |
| 3M | -21.0% | -15.5% | -5.4% | -20.6% |
| 6M | -32.0% | +7.6% | -39.6% | -33.3% |
| YTD | -15.3% | +2.0% | -17.3% | -16.7% |
| 1Y | -11.1% | +63.9% | -75.0% | -14.9% |
| All | -11.1% | +64.4% | -75.5% | -14.9% |
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