+37.3%
LHX vs PL
+81.7%
-44.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -2.5% | -7.5% | +5.0% | -2.2% |
| 30D | -10.4% | -25.6% | +15.2% | -9.1% |
| 3M | -14.9% | -45.6% | +30.7% | -12.7% |
| 6M | -29.6% | -29.5% | -0.1% | -29.3% |
| YTD | -11.8% | -9.7% | -2.1% | -12.6% |
| 1Y | -5.1% | +84.4% | -89.4% | -9.1% |
| 3Y | +61.3% | +550.0% | -488.7% | +40.1% |
| 5Y | +22.4% | +79.0% | -56.6% | +12.4% |
| All | +37.3% | +81.7% | -44.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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