+7,517.2%
LHX vs PHM
+10,944.2%
-3,427.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.9% |
| 7D | -3.7% | -3.9% | +0.1% | -3.0% |
| 30D | -13.2% | -8.6% | -4.6% | -11.6% |
| 3M | -18.4% | -2.9% | -15.4% | -18.1% |
| 6M | -32.0% | -5.7% | -26.3% | -31.5% |
| YTD | -13.6% | +1.9% | -15.5% | -14.6% |
| 1Y | -6.0% | -12.3% | +6.4% | -4.3% |
| 3Y | +57.9% | +50.8% | +7.2% | +40.7% |
| 5Y | +19.2% | +157.3% | -138.1% | -7.3% |
| 10Y | +232.3% | +566.5% | -334.3% | +102.4% |
| All | +7,517.2% | +10,944.2% | -3,427.0% | +2,017.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling