-4.5%
LHX vs PPL
-0.5%
-4.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.4% | +2.7% | -5.1% | -3.2% |
| 30D | -10.4% | +0.5% | -10.8% | -10.5% |
| 3M | -16.9% | +0.7% | -17.5% | -17.2% |
| 6M | -29.9% | -7.6% | -22.3% | -28.0% |
| YTD | -12.0% | +1.8% | -13.8% | -12.7% |
| 1Y | -4.5% | -0.8% | -3.8% | -3.1% |
| All | -4.5% | -0.5% | -4.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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