-24.6%
PDD vs LHX
+19.9%
-44.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.5% |
| 7D | -4.4% | -3.7% | -0.7% | -4.6% |
| 30D | -15.5% | -13.2% | -2.3% | -16.1% |
| 3M | -4.1% | -18.4% | +14.3% | -5.1% |
| 6M | -23.4% | -32.0% | +8.5% | -25.1% |
| YTD | -30.7% | -13.6% | -17.0% | -30.7% |
| 1Y | -37.6% | -6.0% | -31.7% | -37.1% |
| 3Y | -17.5% | +57.9% | -75.5% | -12.5% |
| 5Y | -24.6% | +19.2% | -43.8% | -29.7% |
| All | -24.6% | +19.9% | -44.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 5y: compounded portfolio wealth divided by compounded LHX 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…
5y analysis · Full analysis span regression · 6 months rolling