+19.3%
LHX vs GGLL
+328.7%
-309.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.6% |
| 7D | -2.0% | -4.8% | +2.8% | -1.8% |
| 30D | -9.9% | -13.7% | +3.7% | -9.4% |
| 3M | -16.5% | -21.9% | +5.4% | -15.8% |
| 6M | -29.6% | +11.7% | -41.3% | -30.5% |
| YTD | -11.6% | +2.3% | -13.8% | -12.4% |
| 1Y | -4.1% | +76.2% | -80.3% | -7.5% |
| 3Y | +53.3% | +245.0% | -191.7% | +39.4% |
| All | +19.3% | +328.7% | -309.4% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling