+56.9%
LHX vs PL
+536.4%
-479.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +4.8% | +10.0% | -5.2% | +4.3% |
| 30D | +14.7% | -2.3% | +16.9% | +14.6% |
| 3M | -5.1% | -44.2% | +39.1% | -2.9% |
| 6M | -9.9% | -66.1% | +56.2% | -6.0% |
| YTD | -6.1% | -30.0% | +23.9% | -5.9% |
| 1Y | -4.0% | +21.0% | -25.0% | -6.0% |
| 3Y | +56.9% | +516.5% | -459.6% | +35.9% |
| All | +56.9% | +536.4% | -479.5% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling