+222.0%
LHX vs GRMN
+677.8%
-455.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.4% | -2.2% |
| 7D | -4.3% | +2.4% | -6.7% | -4.9% |
| 30D | -15.1% | -8.5% | -6.7% | -13.2% |
| 3M | -21.0% | +19.5% | -40.4% | -25.2% |
| 6M | -32.0% | +21.2% | -53.2% | -36.0% |
| YTD | -15.3% | +41.0% | -56.4% | -23.9% |
| 1Y | -11.1% | +19.6% | -30.6% | -16.6% |
| 3Y | +54.0% | +183.8% | -129.8% | +3.3% |
| 5Y | +17.1% | +83.0% | -65.9% | -7.1% |
| All | +222.0% | +677.8% | -455.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling