+8,184.6%
LHX vs PH
+25,056.6%
-16,872.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.8% | +4.3% | +0.4% | +3.2% |
| 30D | +14.7% | +0.1% | +14.5% | +14.4% |
| 3M | -5.1% | -9.4% | +4.2% | -2.0% |
| 6M | -9.9% | +8.8% | -18.6% | -13.1% |
| YTD | -6.1% | +9.6% | -15.7% | -10.1% |
| 1Y | -4.0% | +14.4% | -18.4% | -9.5% |
| 3Y | +56.9% | +134.5% | -77.6% | +10.7% |
| 5Y | +36.6% | +204.4% | -167.8% | -15.0% |
| 10Y | +217.5% | +697.3% | -479.8% | +27.6% |
| All | +8,184.6% | +25,056.6% | -16,872.0% | +935.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling