+2,685.1%
LHX vs PBR
+1,899.4%
+785.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -4.3% | +5.4% | -9.6% | -5.3% |
| 30D | -15.1% | +22.9% | -38.0% | -18.6% |
| 3M | -21.0% | +19.6% | -40.6% | -24.0% |
| 6M | -32.0% | +16.5% | -48.5% | -34.5% |
| YTD | -15.3% | +86.7% | -102.0% | -25.9% |
| 1Y | -11.1% | +74.7% | -85.8% | -21.2% |
| 3Y | +54.0% | +102.6% | -48.6% | +30.1% |
| 5Y | +17.1% | +566.6% | -549.5% | -25.6% |
| 10Y | +225.8% | +686.1% | -460.3% | +72.6% |
| All | +2,685.1% | +1,899.4% | +785.7% | +940.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling