+18.5%
LHX vs PH
+243.6%
-225.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -4.8% | -3.1% | -1.7% | -4.1% |
| 30D | -12.7% | -11.8% | -1.0% | -10.2% |
| 3M | -17.6% | +6.9% | -24.6% | -19.1% |
| 6M | -30.7% | -1.3% | -29.5% | -30.8% |
| YTD | -14.3% | +7.0% | -21.3% | -16.0% |
| 1Y | -8.4% | +23.1% | -31.5% | -13.1% |
| 3Y | +56.7% | +135.4% | -78.7% | +25.8% |
| 5Y | +18.5% | +250.3% | -231.9% | -15.5% |
| All | +18.5% | +243.6% | -225.1% | -15.5% |
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