+55.8%
LHX vs GTLB
-10.3%
+66.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -4.8% | -4.1% | -0.7% | -4.7% |
| 30D | -12.7% | +12.3% | -25.1% | -12.9% |
| 3M | -17.6% | +65.9% | -83.5% | -18.4% |
| 6M | -30.7% | +104.0% | -134.7% | -31.7% |
| YTD | -14.3% | +26.0% | -40.4% | -14.7% |
| 1Y | -8.4% | -3.5% | -4.9% | -8.3% |
| All | +55.8% | -10.3% | +66.1% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling