+212.5%
LHX vs GPC
+74.9%
+137.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +14.7% | -6.3% | +21.0% | +16.9% |
| 3M | -5.1% | -8.2% | +3.0% | -2.8% |
| 6M | -9.9% | +27.1% | -37.0% | -17.1% |
| YTD | -6.1% | +3.1% | -9.2% | -8.7% |
| 1Y | -4.0% | +0.1% | -4.1% | -5.8% |
| 3Y | +56.9% | +0.2% | +56.7% | +49.1% |
| 5Y | +36.6% | +4.9% | +31.7% | +25.2% |
| All | +212.5% | +74.9% | +137.6% | +122.7% |
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