+20.1%
LHX vs GRMN
+74.2%
-54.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -1.8% | -3.0% | -4.6% |
| 30D | -12.7% | -12.1% | -0.7% | -11.3% |
| 3M | -17.6% | +18.0% | -35.6% | -19.8% |
| 6M | -30.7% | +13.7% | -44.4% | -32.2% |
| YTD | -14.3% | +35.3% | -49.6% | -18.3% |
| 1Y | -8.4% | +17.2% | -25.6% | -11.0% |
| 3Y | +56.7% | +179.6% | -123.0% | +28.6% |
| All | +20.1% | +74.2% | -54.2% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling