+19.2%
LHX vs GPC
+30.9%
-11.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | -13.2% | +1.3% | -14.5% | -13.4% |
| 3M | -18.4% | +37.1% | -55.5% | -24.0% |
| 6M | -32.0% | +23.2% | -55.1% | -35.2% |
| YTD | -13.6% | +13.1% | -26.7% | -17.0% |
| 1Y | -6.0% | +0.9% | -6.8% | -7.2% |
| 3Y | +57.9% | -0.8% | +58.8% | +52.5% |
| 5Y | +19.2% | +31.1% | -11.9% | +9.1% |
| All | +19.2% | +30.9% | -11.7% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling