+31.9%
LHX vs PCOR
-33.1%
+65.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.2% |
| 7D | -2.5% | -6.9% | +4.4% | -2.3% |
| 30D | -10.4% | -1.5% | -8.8% | -10.3% |
| 3M | -14.9% | +18.5% | -33.4% | -15.6% |
| 6M | -29.6% | -4.7% | -25.0% | -29.7% |
| YTD | -11.8% | -22.8% | +11.0% | -11.1% |
| 1Y | -5.1% | -20.7% | +15.7% | -4.5% |
| 3Y | +61.3% | -14.6% | +75.9% | +60.0% |
| 5Y | +22.4% | -40.7% | +63.1% | +19.9% |
| All | +31.9% | -33.1% | +65.1% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling