-7.1%
LHX vs PCOR
-4.3%
-2.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.5% |
| 7D | -2.7% | +22.2% | -24.9% | -1.5% |
| 30D | +14.5% | +36.0% | -21.5% | +16.1% |
| 3M | -4.9% | +34.0% | -38.9% | -3.6% |
| 6M | -8.6% | +43.5% | -52.1% | -7.2% |
| YTD | -6.4% | +5.1% | -11.5% | -4.6% |
| All | -7.1% | -4.3% | -2.8% | -4.5% |
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 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