+35.6%
LMT vs PH
+12.0%
+23.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.6% |
| 7D | +4.8% | +7.4% | -2.5% | +3.3% |
| 30D | +19.9% | +0.5% | +19.4% | +19.3% |
| 3M | +0.2% | -10.2% | +10.4% | +2.4% |
| 6M | +17.4% | +8.9% | +8.5% | +14.9% |
| YTD | +27.2% | +9.7% | +17.5% | +21.9% |
| 1Y | +35.6% | +12.8% | +22.8% | +30.3% |
| All | +35.6% | +12.0% | +23.6% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling