-4.5%
LHX vs GWRE
-25.4%
+20.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -19.9% | +17.8% | -1.2% |
| 7D | -2.4% | -21.1% | +18.7% | -1.4% |
| 30D | -10.4% | +1.3% | -11.7% | -10.4% |
| 3M | -16.9% | +7.4% | -24.3% | -17.7% |
| 6M | -29.9% | +5.6% | -35.5% | -30.6% |
| YTD | -12.0% | -19.2% | +7.2% | -12.6% |
| 1Y | -4.5% | -25.1% | +20.6% | -4.8% |
| All | -4.5% | -25.4% | +20.9% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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