+19.2%
LHX vs PAAS
+122.5%
-103.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.4% |
| 7D | -3.7% | +2.6% | -6.4% | -3.9% |
| 30D | -13.2% | +2.5% | -15.6% | -13.4% |
| 3M | -18.4% | +15.1% | -33.4% | -19.5% |
| 6M | -32.0% | -12.1% | -19.9% | -31.6% |
| YTD | -13.6% | +3.1% | -16.7% | -14.5% |
| 1Y | -6.0% | +50.8% | -56.8% | -10.0% |
| 3Y | +57.9% | +259.5% | -201.5% | +35.5% |
| 5Y | +19.2% | +126.3% | -107.1% | +7.3% |
| All | +19.2% | +122.5% | -103.3% | +7.3% |
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