+218.5%
PWR vs LHX
+54.0%
+164.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.3% | +5.3% |
| 7D | +4.2% | -4.3% | +8.4% | +5.0% |
| 30D | -4.0% | -15.1% | +11.1% | -1.3% |
| 3M | -4.8% | -21.0% | +16.2% | -0.7% |
| 6M | +14.6% | -32.0% | +46.6% | +25.6% |
| YTD | +54.2% | -15.3% | +69.6% | +57.6% |
| 1Y | +67.1% | -11.1% | +78.2% | +68.4% |
| 3Y | +218.5% | +54.0% | +164.4% | +168.8% |
| All | +218.5% | +54.0% | +164.5% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling