+42.7%
LHX vs PCOR
-7.7%
+50.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | +0.2% |
| 7D | +6.5% | +2.5% | +3.9% | +6.4% |
| 30D | +16.1% | +37.9% | -21.8% | +14.9% |
| 3M | -2.8% | +32.0% | -34.8% | -3.7% |
| 6M | -7.7% | +54.7% | -62.4% | -9.2% |
| YTD | -4.6% | +6.6% | -11.2% | -4.9% |
| 1Y | -6.8% | -1.7% | -5.1% | -6.7% |
| 3Y | +60.8% | +49.0% | +11.9% | +56.8% |
| 5Y | +39.5% | -12.5% | +52.1% | +35.3% |
| All | +42.7% | -7.7% | +50.4% | +39.5% |
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