+45.7%
LHX vs PL
+46.6%
-0.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +14.5% | -10.1% | +3.7% |
| 7D | -2.7% | +10.9% | -13.6% | -3.2% |
| 30D | +14.5% | -16.4% | +30.9% | +15.3% |
| 3M | -4.9% | -39.9% | +35.1% | -2.8% |
| 6M | -8.6% | -63.2% | +54.6% | -5.0% |
| YTD | -6.4% | -27.1% | +20.7% | -6.5% |
| 1Y | -5.1% | +12.2% | -17.2% | -7.2% |
| 3Y | +59.1% | +584.3% | -525.2% | +37.6% |
| 5Y | +33.4% | +37.0% | -3.5% | +23.9% |
| All | +45.7% | +46.6% | -0.9% | +34.5% |
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