-9.3%
LHX vs GPN
+20.6%
-29.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.5% | -6.3% |
| 7D | -0.3% | +15.0% | -15.3% | -1.6% |
| 30D | +9.7% | +16.9% | -7.3% | +8.1% |
| 3M | -8.5% | +9.2% | -17.7% | -9.4% |
| 6M | -15.1% | +34.7% | -49.8% | -17.5% |
| YTD | -10.4% | +25.4% | -35.8% | -11.1% |
| 1Y | -9.3% | +21.7% | -31.0% | -9.8% |
| All | -9.3% | +20.6% | -29.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling