-9.9%
LHX vs GGLL
-47.8%
+37.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | 0.0% |
| 7D | +4.8% | +7.7% | -2.9% | +5.5% |
| 30D | +14.7% | -30.2% | +44.9% | +13.4% |
| 3M | -5.1% | -31.3% | +26.1% | -6.2% |
| 6M | -9.9% | -52.1% | +42.2% | -4.4% |
| All | -9.9% | -47.8% | +37.9% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling