+18.7%
LHX vs GPN
-44.5%
+63.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.3% | -4.3% | +0.1% | -3.7% |
| 30D | -15.1% | 0.0% | -15.2% | -15.2% |
| 3M | -21.0% | +35.8% | -56.8% | -24.3% |
| 6M | -32.0% | +22.0% | -54.0% | -34.1% |
| YTD | -15.3% | +15.2% | -30.5% | -17.5% |
| 1Y | -11.1% | +3.5% | -14.5% | -12.1% |
| 3Y | +54.0% | -26.9% | +81.0% | +57.8% |
| All | +18.7% | -44.5% | +63.2% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling