-7.7%
LHX vs PPL
+0.2%
-7.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +6.5% | -1.0% | +7.4% | +6.8% |
| 30D | +16.1% | +3.0% | +13.1% | +15.0% |
| 3M | -2.8% | +1.1% | -4.0% | -3.1% |
| 6M | -7.7% | -0.8% | -6.9% | -7.6% |
| All | -7.7% | +0.2% | -7.9% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling