+56.9%
LHX vs GGLL
+166.5%
-109.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | +4.8% | +7.7% | -2.9% | +4.7% |
| 30D | +14.7% | -30.2% | +44.9% | +15.4% |
| 3M | -5.1% | -31.3% | +26.1% | -4.5% |
| 6M | -9.9% | -52.1% | +42.2% | -8.3% |
| YTD | -6.1% | -25.9% | +19.8% | -6.4% |
| 1Y | -4.0% | -8.5% | +4.5% | -5.2% |
| 3Y | +56.9% | +165.5% | -108.6% | +51.2% |
| All | +56.9% | +166.5% | -109.6% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling