+222.0%
LHX vs PODD
+223.0%
-0.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | -4.3% | -10.5% | +6.3% | -3.1% |
| 30D | -15.1% | -9.0% | -6.1% | -14.3% |
| 3M | -21.0% | -11.5% | -9.4% | -20.2% |
| 6M | -32.0% | -44.7% | +12.8% | -27.9% |
| YTD | -15.3% | -53.6% | +38.2% | -8.6% |
| 1Y | -11.1% | -61.0% | +49.9% | -2.2% |
| 3Y | +54.0% | -24.7% | +78.7% | +53.4% |
| 5Y | +17.1% | -55.5% | +72.6% | +22.0% |
| All | +222.0% | +223.0% | -0.9% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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