+40.0%
LHX vs PCOR
-9.0%
+49.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.4% |
| 7D | -2.7% | +22.2% | -24.9% | -3.3% |
| 30D | +14.5% | +36.0% | -21.5% | +13.4% |
| 3M | -4.9% | +34.0% | -38.9% | -5.8% |
| 6M | -8.6% | +43.5% | -52.1% | -9.9% |
| YTD | -6.4% | +5.1% | -11.5% | -6.6% |
| 1Y | -5.1% | -3.9% | -1.1% | -4.9% |
| 3Y | +59.1% | +52.9% | +6.1% | +54.9% |
| 5Y | +33.4% | -18.7% | +52.1% | +29.2% |
| All | +40.0% | -9.0% | +49.0% | +36.9% |
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