+2,531.6%
LHX vs GRMN
+6,536.9%
-4,005.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -3.7% | -1.4% | -2.3% | -3.4% |
| 30D | -13.2% | -13.1% | -0.1% | -10.3% |
| 3M | -18.4% | +14.9% | -33.3% | -21.5% |
| 6M | -32.0% | +13.1% | -45.1% | -34.5% |
| YTD | -13.6% | +35.3% | -48.9% | -20.5% |
| 1Y | -6.0% | +16.0% | -22.0% | -10.5% |
| 3Y | +57.9% | +179.6% | -121.6% | +17.6% |
| 5Y | +19.2% | +75.0% | -55.8% | -1.7% |
| 10Y | +232.3% | +644.1% | -411.9% | +91.2% |
| All | +2,531.6% | +6,536.9% | -4,005.3% | +791.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling