+3,973.2%
PG vs LHX
+7,762.2%
-3,789.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -0.8% | -4.3% | +3.5% | -0.2% |
| 30D | +0.8% | -15.1% | +16.0% | +3.2% |
| 3M | -1.3% | -21.0% | +19.6% | +1.9% |
| 6M | -3.8% | -32.0% | +28.2% | +1.4% |
| YTD | +3.6% | -15.3% | +18.9% | +5.7% |
| 1Y | -5.7% | -11.1% | +5.3% | -4.7% |
| 3Y | +1.6% | +54.0% | -52.4% | -5.7% |
| 5Y | +14.6% | +17.1% | -2.5% | +9.8% |
| 10Y | +121.2% | +225.8% | -104.6% | +83.2% |
| All | +3,973.2% | +7,762.2% | -3,789.0% | +2,215.2% |
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 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