+17.0%
PG vs LHX
-8.3%
+25.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.5% | +9.7% | +3.8% |
| 7D | +5.7% | -0.3% | +6.1% | +5.5% |
| 30D | +15.4% | +9.7% | +5.8% | +14.0% |
| 3M | +13.8% | -8.5% | +22.3% | +14.1% |
| 6M | +18.3% | -15.1% | +33.4% | +19.0% |
| YTD | +20.1% | -10.4% | +30.6% | +22.8% |
| 1Y | +17.0% | -9.3% | +26.3% | +20.5% |
| All | +17.0% | -8.3% | +25.3% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling