+217.4%
LHX vs P
+641.6%
-424.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.1% |
| 7D | +6.5% | -4.7% | +11.2% | +6.7% |
| 30D | +16.1% | -31.4% | +47.5% | +19.1% |
| 3M | -2.8% | -2.6% | -0.2% | -3.4% |
| 6M | -7.7% | +21.9% | -29.6% | -10.6% |
| YTD | -4.6% | +58.9% | -63.5% | -10.4% |
| 1Y | -6.8% | +21.7% | -28.5% | -10.7% |
| 3Y | +60.8% | +193.3% | -132.5% | +33.9% |
| 5Y | +39.5% | +275.1% | -235.6% | +9.3% |
| All | +217.4% | +641.6% | -424.3% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling