-9.3%
LHX vs PPG
+38.5%
-47.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.0% | -11.4% | -6.9% |
| 7D | -0.3% | +7.5% | -7.8% | -1.1% |
| 30D | +9.7% | +20.9% | -11.2% | +7.4% |
| 3M | -8.5% | +8.7% | -17.2% | -9.4% |
| 6M | -15.1% | +23.8% | -38.9% | -17.2% |
| YTD | -10.4% | +26.5% | -37.0% | -16.3% |
| 1Y | -9.3% | +37.6% | -46.9% | -14.8% |
| All | -9.3% | +38.5% | -47.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling