-4.5%
LHX vs GTLB
+14.4%
-19.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.2% |
| 7D | -2.4% | +11.1% | -13.5% | -2.5% |
| 30D | -10.4% | +37.8% | -48.2% | -10.6% |
| 3M | -16.9% | +61.6% | -78.5% | -17.3% |
| 6M | -29.9% | +98.9% | -128.9% | -30.5% |
| YTD | -12.0% | +32.8% | -44.8% | -11.4% |
| 1Y | -4.5% | +14.7% | -19.2% | -2.1% |
| All | -4.5% | +14.4% | -19.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling