+36.3%
LHX vs PAAS
+51.0%
-14.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.4% |
| 7D | +5.3% | -7.0% | +12.4% | +5.8% |
| 30D | +15.8% | -15.3% | +31.1% | +17.1% |
| 3M | -6.1% | -27.7% | +21.7% | -4.0% |
| 6M | -11.4% | -40.5% | +29.1% | -8.2% |
| YTD | -6.3% | -26.5% | +20.3% | -5.0% |
| 1Y | -8.0% | -0.8% | -7.2% | -9.0% |
| 3Y | +58.1% | +196.9% | -138.9% | +36.5% |
| 5Y | +36.3% | +49.2% | -12.8% | +28.4% |
| All | +36.3% | +51.0% | -14.6% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 5y: compounded portfolio wealth divided by compounded PAAS 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…
5y analysis · Full analysis span regression · 6 months rolling