+18.7%
LHX vs PBR
+552.2%
-533.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -4.3% | +5.4% | -9.6% | -4.8% |
| 30D | -15.1% | +22.9% | -38.0% | -16.9% |
| 3M | -21.0% | +19.6% | -40.6% | -22.5% |
| 6M | -32.0% | +16.5% | -48.5% | -33.3% |
| YTD | -15.3% | +86.7% | -102.0% | -21.0% |
| 1Y | -11.1% | +74.7% | -85.8% | -16.6% |
| 3Y | +54.0% | +102.6% | -48.6% | +41.1% |
| All | +18.7% | +552.2% | -533.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling