-9.3%
LHX vs GNRC
+17.5%
-26.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.5% | +3.1% | -6.0% |
| 7D | -0.3% | -6.0% | +5.6% | 0.0% |
| 30D | +9.7% | -12.0% | +21.7% | +10.3% |
| 3M | -8.5% | -13.4% | +4.9% | -7.9% |
| 6M | -15.1% | -26.4% | +11.3% | -14.9% |
| YTD | -10.4% | +38.8% | -49.3% | -21.6% |
| 1Y | -9.3% | +20.9% | -30.2% | -18.4% |
| All | -9.3% | +17.5% | -26.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling