+232.3%
LHX vs PPL
+52.7%
+179.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.4% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -13.2% | -1.3% | -11.9% | -12.7% |
| 3M | -18.4% | -2.6% | -15.8% | -17.6% |
| 6M | -32.0% | -8.4% | -23.5% | -29.4% |
| YTD | -13.6% | +0.2% | -13.8% | -14.1% |
| 1Y | -6.0% | -0.2% | -5.7% | -6.4% |
| 3Y | +57.9% | +52.9% | +5.0% | +27.6% |
| 5Y | +19.2% | +36.8% | -17.6% | +0.5% |
| 10Y | +232.3% | +57.6% | +174.7% | +160.5% |
| All | +232.3% | +52.7% | +179.6% | +160.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling