+222.0%
LHX vs PPG
+26.9%
+195.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -4.3% | -6.2% | +2.0% | -2.6% |
| 30D | -15.1% | -7.9% | -7.2% | -13.3% |
| 3M | -21.0% | -10.2% | -10.7% | -19.0% |
| 6M | -32.0% | +2.7% | -34.7% | -33.0% |
| YTD | -15.3% | +4.9% | -20.2% | -17.5% |
| 1Y | -11.1% | -3.2% | -7.9% | -11.5% |
| 3Y | +54.0% | -17.0% | +71.0% | +57.6% |
| 5Y | +17.1% | -23.3% | +40.4% | +20.3% |
| All | +222.0% | +26.9% | +195.2% | +162.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling