+3.4%
PEP vs LHX
+17.8%
-14.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.4% | -4.8% | +3.4% | -0.5% |
| 30D | -0.2% | -12.7% | +12.5% | +2.1% |
| 3M | -4.3% | -17.6% | +13.3% | -1.3% |
| 6M | -13.2% | -30.7% | +17.5% | -7.7% |
| YTD | -1.9% | -14.3% | +12.5% | -0.1% |
| 1Y | -0.3% | -8.4% | +8.1% | -0.2% |
| 3Y | -13.6% | +56.7% | -70.3% | -23.4% |
| 5Y | +3.4% | +18.5% | -15.1% | -4.2% |
| All | +3.4% | +17.8% | -14.5% | -4.2% |
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