+3,179.4%
PEP vs LHX
+8,088.8%
-4,909.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.1% | -2.5% | +2.6% | +0.5% |
| 30D | +0.7% | -10.4% | +11.0% | +2.5% |
| 3M | -0.5% | -14.9% | +14.4% | +2.0% |
| 6M | -11.3% | -29.6% | +18.3% | -6.3% |
| YTD | -0.6% | -11.8% | +11.2% | +1.0% |
| 1Y | +1.7% | -5.1% | +6.7% | +1.7% |
| 3Y | -12.5% | +61.3% | -73.8% | -20.3% |
| 5Y | +3.9% | +22.4% | -18.5% | -1.8% |
| 10Y | +76.6% | +232.2% | -155.7% | +42.4% |
| All | +3,179.4% | +8,088.8% | -4,909.4% | +1,328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling