+222.0%
LHX vs GPC
+86.4%
+135.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -4.3% | -3.2% | -1.1% | -3.3% |
| 30D | -15.1% | +0.5% | -15.7% | -15.3% |
| 3M | -21.0% | +31.7% | -52.7% | -27.9% |
| 6M | -32.0% | +24.7% | -56.7% | -37.0% |
| YTD | -15.3% | +11.8% | -27.1% | -19.5% |
| 1Y | -11.1% | -3.0% | -8.1% | -11.6% |
| 3Y | +54.0% | -1.1% | +55.1% | +47.5% |
| 5Y | +17.1% | +30.5% | -13.4% | -0.8% |
| All | +222.0% | +86.4% | +135.7% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling