+46.5%
PYPL vs LHX
+313.2%
-266.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.1% |
| 7D | +1.7% | -2.5% | +4.2% | +2.6% |
| 30D | -9.7% | -10.4% | +0.6% | -6.4% |
| 3M | +29.2% | -14.9% | +44.1% | +35.8% |
| 6M | +13.9% | -29.6% | +43.5% | +27.9% |
| YTD | -8.1% | -11.8% | +3.7% | -5.9% |
| 1Y | -21.4% | -5.1% | -16.3% | -22.1% |
| 3Y | -11.8% | +61.3% | -73.1% | -29.7% |
| 5Y | -81.1% | +22.4% | -103.5% | -83.8% |
| 10Y | +36.9% | +232.2% | -195.3% | -32.1% |
| All | +46.5% | +313.2% | -266.7% | -37.8% |
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