+8,294.4%
LHX vs PPL
+2,153.2%
+6,141.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +16.5% | +4.3% | +12.2% | +14.9% |
| 3M | -4.3% | +2.9% | -7.2% | -5.2% |
| 6M | -7.1% | +1.1% | -8.2% | -7.6% |
| YTD | -4.8% | +4.5% | -9.3% | -6.5% |
| 1Y | -5.5% | +0.1% | -5.6% | -5.9% |
| 3Y | +60.5% | +55.7% | +4.8% | +37.7% |
| 5Y | +36.4% | +47.6% | -11.2% | +18.6% |
| 10Y | +223.6% | +66.8% | +156.8% | +165.2% |
| All | +8,294.4% | +2,153.2% | +6,141.2% | +3,179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling