+14.0%
LHX vs GLXY
+15.1%
-1.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.3% |
| 7D | -2.5% | +15.5% | -18.0% | -2.6% |
| 30D | -10.4% | +34.1% | -44.5% | -10.6% |
| 3M | -14.9% | -11.3% | -3.6% | -14.2% |
| 6M | -29.6% | +31.6% | -61.2% | -30.2% |
| YTD | -11.8% | +21.0% | -32.8% | -12.8% |
| 1Y | -5.1% | +11.7% | -16.8% | -5.1% |
| All | +14.0% | +15.1% | -1.1% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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