+2,883.3%
LHX vs GPN
+2,487.0%
+396.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | -4.6% | +0.3% | -3.0% |
| 30D | -15.1% | -0.3% | -14.9% | -15.2% |
| 3M | -21.0% | +35.4% | -56.4% | -28.2% |
| 6M | -32.0% | +21.7% | -53.7% | -36.6% |
| YTD | -15.3% | +14.9% | -30.2% | -20.4% |
| 1Y | -11.1% | +3.2% | -14.2% | -14.0% |
| 3Y | +54.0% | -27.1% | +81.2% | +59.7% |
| 5Y | +17.1% | -44.4% | +61.5% | +27.0% |
| 10Y | +225.8% | +27.0% | +198.8% | +160.0% |
| All | +2,883.3% | +2,487.0% | +396.3% | +1,088.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling