+55.8%
LHX vs PH
+133.8%
-78.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -4.8% | -3.1% | -1.7% | -4.1% |
| 30D | -12.7% | -11.8% | -1.0% | -10.3% |
| 3M | -17.6% | +6.9% | -24.6% | -19.0% |
| 6M | -30.7% | -1.3% | -29.5% | -30.8% |
| YTD | -14.3% | +7.0% | -21.3% | -15.9% |
| 1Y | -8.4% | +23.1% | -31.5% | -12.6% |
| All | +55.8% | +133.8% | -78.0% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling