-4.5%
LHX vs PHM
-6.9%
+2.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | -10.4% | -6.4% | -3.9% | -9.3% |
| 3M | -16.9% | +5.5% | -22.4% | -18.2% |
| 6M | -29.9% | -5.4% | -24.5% | -29.3% |
| YTD | -12.0% | +6.6% | -18.6% | -14.3% |
| 1Y | -4.5% | -8.8% | +4.3% | -4.8% |
| All | -4.5% | -6.9% | +2.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling