+378.1%
PSX vs LHX
+227.8%
+150.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | +1.7% | -4.3% | +6.0% | +3.6% |
| 30D | +15.6% | -15.1% | +30.8% | +23.9% |
| 3M | +46.5% | -21.0% | +67.4% | +60.7% |
| 6M | +55.0% | -32.0% | +87.0% | +81.2% |
| YTD | +105.3% | -15.3% | +120.6% | +114.9% |
| 1Y | +101.6% | -11.1% | +112.6% | +105.0% |
| 3Y | +134.1% | +54.0% | +80.1% | +77.7% |
| 5Y | +368.7% | +17.1% | +351.6% | +297.1% |
| All | +378.1% | +227.8% | +150.3% | +186.9% |
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 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