+36.0%
LHX vs PH
+203.8%
-167.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.8% | +4.3% | +0.4% | +3.7% |
| 30D | +14.7% | +0.1% | +14.5% | +14.5% |
| 3M | -5.1% | -9.4% | +4.2% | -3.1% |
| 6M | -9.9% | +8.8% | -18.6% | -12.1% |
| YTD | -6.1% | +9.6% | -15.7% | -8.7% |
| 1Y | -4.0% | +14.4% | -18.4% | -7.6% |
| 3Y | +56.9% | +134.5% | -77.6% | +24.9% |
| All | +36.0% | +203.8% | -167.7% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling