+1,139.1%
PSX vs LHX
+677.3%
+461.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.6% |
| 7D | +1.8% | -3.7% | +5.5% | +3.6% |
| 30D | +21.6% | -13.2% | +34.8% | +29.3% |
| 3M | +46.5% | -18.4% | +64.8% | +58.8% |
| 6M | +62.0% | -32.0% | +94.0% | +90.4% |
| YTD | +106.3% | -13.6% | +120.0% | +114.8% |
| 1Y | +103.0% | -6.0% | +108.9% | +101.5% |
| 3Y | +135.5% | +57.9% | +77.6% | +76.7% |
| 5Y | +368.5% | +19.2% | +349.3% | +294.4% |
| 10Y | +386.6% | +232.3% | +154.3% | +141.6% |
| All | +1,139.1% | +677.3% | +461.9% | +300.0% |
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