+28.4%
LHX vs GGLL
+194.0%
-165.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | -0.6% | +5.1% | -5.7% | -0.7% |
| 30D | +16.5% | -35.5% | +51.9% | +17.7% |
| 3M | -4.3% | -39.2% | +34.9% | -3.1% |
| 6M | -7.1% | -54.4% | +47.3% | -4.9% |
| YTD | -4.8% | -29.8% | +25.0% | -5.0% |
| 1Y | -5.5% | -20.4% | +14.9% | -6.3% |
| 3Y | +60.5% | +149.7% | -89.3% | +46.9% |
| All | +28.4% | +194.0% | -165.7% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling