+222.0%
LHX vs PHM
+568.1%
-346.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -4.3% | -5.0% | +0.7% | -3.2% |
| 30D | -15.1% | -8.4% | -6.7% | -13.6% |
| 3M | -21.0% | -4.4% | -16.5% | -20.5% |
| 6M | -32.0% | -3.7% | -28.3% | -31.9% |
| YTD | -15.3% | +1.3% | -16.6% | -16.2% |
| 1Y | -11.1% | -14.0% | +3.0% | -9.0% |
| 3Y | +54.0% | +48.1% | +5.9% | +35.6% |
| 5Y | +17.1% | +158.8% | -141.7% | -12.7% |
| All | +222.0% | +568.1% | -346.1% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling