+8,313.6%
LHX vs PPL
+2,131.8%
+6,181.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 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% | -3.2% |
| 6M | -7.7% | -0.8% | -6.9% | -7.6% |
| YTD | -4.6% | +3.5% | -8.1% | -5.9% |
| 1Y | -6.8% | -0.9% | -5.9% | -6.9% |
| 3Y | +60.8% | +54.2% | +6.6% | +38.4% |
| 5Y | +39.5% | +46.3% | -6.7% | +21.7% |
| 10Y | +222.4% | +65.0% | +157.4% | +165.1% |
| All | +8,313.6% | +2,131.8% | +6,181.8% | +3,197.1% |
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