+45.1%
LMT vs PH
+135.5%
-90.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.1% | +4.3% | +0.8% | +4.6% |
| 30D | +14.1% | +0.1% | +14.0% | +14.0% |
| 3M | +0.3% | -9.4% | +9.7% | +1.2% |
| 6M | +16.1% | +8.8% | +7.3% | +15.0% |
| YTD | +25.5% | +9.6% | +15.8% | +24.1% |
| 1Y | +34.1% | +14.4% | +19.7% | +32.2% |
| 3Y | +45.1% | +134.5% | -89.4% | +36.0% |
| All | +45.1% | +135.5% | -90.4% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling