-9.3%
LHX vs PCOR
+4.0%
-13.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +19.7% | -26.1% | -5.3% |
| 7D | -0.3% | +21.8% | -22.2% | +0.9% |
| 30D | +9.7% | +39.5% | -29.9% | +11.3% |
| 3M | -8.5% | +35.2% | -43.8% | -7.2% |
| 6M | -15.1% | +21.7% | -36.8% | -13.9% |
| YTD | -10.4% | +3.9% | -14.4% | -9.7% |
| 1Y | -9.3% | +6.9% | -16.2% | -8.6% |
| All | -9.3% | +4.0% | -13.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling