+51.5%
LHX vs PL
+455.3%
-403.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.4% | -9.7% | +0.2% |
| 7D | -6.4% | -6.8% | +0.4% | -6.1% |
| 30D | +11.2% | -29.3% | +40.5% | +12.9% |
| 3M | -9.8% | -44.8% | +35.0% | -7.6% |
| 6M | -13.2% | -68.4% | +55.1% | -9.2% |
| YTD | -10.4% | -36.4% | +26.0% | -9.8% |
| 1Y | -7.3% | +0.7% | -8.0% | -8.6% |
| 3Y | +51.5% | +455.3% | -403.8% | +31.2% |
| All | +51.5% | +455.3% | -403.8% | +31.2% |
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