+4,275.4%
LHX vs PAAS
+1,235.6%
+3,039.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.5% |
| 7D | -2.0% | -2.9% | +0.9% | -1.7% |
| 30D | -9.9% | +6.8% | -16.7% | -10.6% |
| 3M | -16.5% | -2.9% | -13.6% | -16.6% |
| 6M | -29.6% | -16.4% | -13.2% | -29.0% |
| YTD | -11.6% | 0.0% | -11.6% | -12.4% |
| 1Y | -4.1% | +54.3% | -58.4% | -8.8% |
| 3Y | +53.3% | +230.7% | -177.4% | +33.7% |
| 5Y | +22.3% | +111.6% | -89.4% | +9.3% |
| 10Y | +231.9% | +211.7% | +20.2% | +169.7% |
| All | +4,275.4% | +1,235.6% | +3,039.8% | +2,845.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling