+210.9%
PM vs LHX
+227.8%
-16.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | +4.7% | -4.3% | +8.9% | +5.9% |
| 30D | +2.6% | -15.1% | +17.8% | +7.1% |
| 3M | +6.6% | -21.0% | +27.5% | +13.1% |
| 6M | +16.5% | -32.0% | +48.5% | +28.4% |
| YTD | +21.2% | -15.3% | +36.5% | +25.3% |
| 1Y | +17.9% | -11.1% | +29.0% | +19.9% |
| 3Y | +129.8% | +54.0% | +75.8% | +95.6% |
| 5Y | +133.0% | +17.1% | +115.9% | +110.9% |
| All | +210.9% | +227.8% | -16.9% | +131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling