+7,700.9%
LHX vs GPC
+2,341.8%
+5,359.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.5% |
| 30D | -9.9% | +6.0% | -15.9% | -12.2% |
| 3M | -16.5% | +42.6% | -59.1% | -28.6% |
| 6M | -29.6% | +22.8% | -52.4% | -36.2% |
| YTD | -11.6% | +15.5% | -27.0% | -18.5% |
| 1Y | -4.1% | +2.0% | -6.1% | -7.1% |
| 3Y | +53.3% | -1.4% | +54.7% | +44.7% |
| 5Y | +22.3% | +30.6% | -8.3% | -0.8% |
| 10Y | +231.9% | +80.6% | +151.3% | +117.1% |
| All | +7,700.9% | +2,341.8% | +5,359.1% | +1,528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling