+7,700.9%
LHX vs PPL
+2,096.5%
+5,604.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.0% | +2.7% | -4.6% | -2.8% |
| 30D | -9.9% | +0.5% | -10.4% | -10.1% |
| 3M | -16.5% | +0.7% | -17.1% | -16.8% |
| 6M | -29.6% | -7.6% | -22.0% | -27.9% |
| YTD | -11.6% | +1.8% | -13.4% | -12.3% |
| 1Y | -4.1% | -0.8% | -3.3% | -4.2% |
| 3Y | +53.3% | +56.9% | -3.6% | +31.1% |
| 5Y | +22.3% | +39.5% | -17.3% | +8.2% |
| 10Y | +231.9% | +55.4% | +176.5% | +177.4% |
| All | +7,700.9% | +2,096.5% | +5,604.5% | +2,973.3% |
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