+19.0%
LHX vs GGLL
+328.4%
-309.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.5% | +1.9% | -4.4% | -2.6% |
| 30D | -10.4% | -9.7% | -0.6% | -10.0% |
| 3M | -14.9% | -18.0% | +3.1% | -14.4% |
| 6M | -29.6% | +15.3% | -44.9% | -30.6% |
| YTD | -11.8% | +2.2% | -14.0% | -12.6% |
| 1Y | -5.1% | +73.1% | -78.2% | -8.4% |
| 3Y | +61.3% | +242.7% | -181.4% | +46.8% |
| All | +19.0% | +328.4% | -309.4% | +12.0% |
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