+225.8%
LHX vs P
+684.8%
-459.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.6% |
| 7D | -4.8% | -4.1% | -0.7% | -4.5% |
| 30D | -12.7% | -14.0% | +1.2% | -11.8% |
| 3M | -17.6% | +41.4% | -59.1% | -20.5% |
| 6M | -30.7% | +54.2% | -84.9% | -34.1% |
| YTD | -14.3% | +40.4% | -54.8% | -18.2% |
| 1Y | -8.4% | +16.0% | -24.4% | -11.6% |
| 3Y | +56.7% | +140.7% | -84.0% | +33.7% |
| 5Y | +18.5% | +256.3% | -237.8% | -6.9% |
| All | +225.8% | +684.8% | -459.1% | +118.6% |
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