+131.5%
PM vs LHX
+17.8%
+113.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +1.9% | -4.8% | +6.7% | +2.6% |
| 30D | +1.9% | -12.7% | +14.7% | +3.9% |
| 3M | +4.6% | -17.6% | +22.2% | +7.3% |
| 6M | +11.7% | -30.7% | +42.4% | +17.1% |
| YTD | +20.4% | -14.3% | +34.7% | +22.3% |
| 1Y | +19.0% | -8.4% | +27.4% | +19.6% |
| 3Y | +130.4% | +56.7% | +73.7% | +111.3% |
| 5Y | +131.5% | +18.5% | +113.0% | +117.9% |
| All | +131.5% | +17.8% | +113.6% | +117.9% |
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 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