+682.4%
LHX vs GNRC
+2,082.9%
-1,400.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -1.6% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | -15.1% | -15.7% | +0.6% | -12.8% |
| 3M | -21.0% | -27.3% | +6.4% | -17.4% |
| 6M | -32.0% | -12.1% | -19.9% | -31.7% |
| YTD | -15.3% | +37.1% | -52.4% | -21.8% |
| 1Y | -11.1% | -0.5% | -10.6% | -13.7% |
| 3Y | +54.0% | +61.5% | -7.5% | +33.3% |
| 5Y | +17.1% | -58.6% | +75.7% | +23.9% |
| 10Y | +225.8% | +446.3% | -220.5% | +78.0% |
| All | +682.4% | +2,082.9% | -1,400.6% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling