+8,425.6%
PWR vs LHX
+1,990.6%
+6,435.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.9% |
| 7D | +2.7% | -3.7% | +6.4% | +4.4% |
| 30D | -5.1% | -13.2% | +8.0% | +1.0% |
| 3M | -9.4% | -18.4% | +9.0% | -2.0% |
| 6M | +10.4% | -32.0% | +42.4% | +29.5% |
| YTD | +48.6% | -13.6% | +62.3% | +55.4% |
| 1Y | +68.0% | -6.0% | +74.0% | +68.6% |
| 3Y | +204.7% | +57.9% | +146.8% | +134.7% |
| 5Y | +451.9% | +19.2% | +432.7% | +374.3% |
| 10Y | +2,425.3% | +232.3% | +2,193.1% | +1,186.3% |
| All | +8,425.6% | +1,990.6% | +6,435.0% | +1,775.8% |
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 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