-6.0%
LHX vs PPL
+0.2%
-6.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -13.2% | -1.3% | -11.9% | -12.8% |
| 3M | -18.4% | -2.6% | -15.8% | -17.7% |
| 6M | -32.0% | -8.4% | -23.5% | -29.9% |
| YTD | -13.6% | +0.2% | -13.8% | -14.0% |
| 1Y | -6.0% | -0.2% | -5.7% | -4.7% |
| All | -6.0% | +0.2% | -6.1% | -4.7% |
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