+61.1%
LHX vs PL
+475.2%
-414.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -2.0% | -9.3% | +7.4% | -1.5% |
| 30D | -9.9% | -18.9% | +9.0% | -9.1% |
| 3M | -16.5% | -58.4% | +41.9% | -13.4% |
| 6M | -29.6% | -30.3% | +0.7% | -29.2% |
| YTD | -11.6% | -8.1% | -3.4% | -12.3% |
| 1Y | -4.1% | +180.5% | -184.6% | -9.4% |
| All | +61.1% | +475.2% | -414.1% | +37.7% |
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