+54.0%
LHX vs GRMN
+189.8%
-135.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -5.0% | -1.5% |
| 7D | -4.3% | +2.0% | -6.3% | -4.4% |
| 30D | -15.1% | -8.8% | -6.3% | -14.4% |
| 3M | -21.0% | +19.0% | -40.0% | -22.5% |
| 6M | -32.0% | +20.7% | -52.7% | -33.5% |
| YTD | -15.3% | +40.5% | -55.8% | -18.5% |
| 1Y | -11.1% | +19.1% | -30.2% | -13.1% |
| 3Y | +54.0% | +182.7% | -128.7% | +35.1% |
| All | +54.0% | +189.8% | -135.8% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling