+194.3%
LMT vs PH
+700.5%
-506.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.6% |
| 7D | +4.8% | +7.4% | -2.5% | +3.0% |
| 30D | +19.9% | +0.5% | +19.4% | +19.5% |
| 3M | +0.2% | -10.2% | +10.4% | +2.8% |
| 6M | +17.4% | +8.9% | +8.5% | +14.4% |
| YTD | +27.2% | +9.7% | +17.5% | +23.2% |
| 1Y | +35.6% | +12.8% | +22.8% | +30.4% |
| 3Y | +47.1% | +134.6% | -87.5% | +12.2% |
| 5Y | +103.7% | +204.5% | -100.9% | +39.6% |
| All | +194.3% | +700.5% | -506.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling