+773.5%
PM vs LHX
+779.8%
-6.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -2.5% | +1.2% | -0.6% |
| 30D | -2.6% | -10.4% | +7.8% | +0.5% |
| 3M | +5.8% | -14.9% | +20.7% | +10.4% |
| 6M | +10.6% | -29.6% | +40.2% | +21.6% |
| YTD | +17.2% | -11.8% | +29.0% | +20.2% |
| 1Y | +17.6% | -5.1% | +22.7% | +17.7% |
| 3Y | +124.3% | +61.3% | +62.9% | +88.5% |
| 5Y | +125.1% | +22.4% | +102.7% | +101.6% |
| 10Y | +198.6% | +232.2% | -33.6% | +91.3% |
| All | +773.5% | +779.8% | -6.3% | +256.5% |
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 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