+54.0%
LHX vs GPN
-27.4%
+81.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.3% | -4.3% | +0.1% | -3.8% |
| 30D | -15.1% | 0.0% | -15.2% | -15.2% |
| 3M | -21.0% | +35.8% | -56.8% | -24.0% |
| 6M | -32.0% | +22.0% | -54.0% | -33.9% |
| YTD | -15.3% | +15.2% | -30.5% | -17.2% |
| 1Y | -11.1% | +3.5% | -14.5% | -11.9% |
| 3Y | +54.0% | -26.9% | +81.0% | +51.3% |
| All | +54.0% | -27.4% | +81.4% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling