-9.3%
LHX vs PPL
+1.0%
-10.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -0.3% | +1.8% | -2.1% | -0.9% |
| 30D | +9.7% | +8.4% | +1.2% | +7.1% |
| 3M | -8.5% | +2.4% | -10.9% | -9.2% |
| 6M | -15.1% | -4.0% | -11.1% | -14.1% |
| YTD | -10.4% | +4.5% | -14.9% | -11.4% |
| 1Y | -9.3% | +1.7% | -11.0% | -9.7% |
| All | -9.3% | +1.0% | -10.3% | -9.7% |
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