+46.0%
LHX vs PL
+41.8%
+4.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.6% |
| 7D | +5.3% | +22.3% | -16.9% | +4.3% |
| 30D | +15.8% | -8.3% | +24.1% | +16.1% |
| 3M | -6.1% | -43.3% | +37.2% | -3.8% |
| 6M | -11.4% | -65.8% | +54.4% | -7.5% |
| YTD | -6.3% | -29.5% | +23.3% | -6.2% |
| 1Y | -8.0% | +11.7% | -19.7% | -10.0% |
| 3Y | +58.1% | +540.6% | -482.5% | +37.2% |
| 5Y | +36.3% | +32.9% | +3.4% | +26.5% |
| All | +46.0% | +41.8% | +4.1% | +35.0% |
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