+28.3%
LHX vs PCOR
-19.6%
+47.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -6.4% | +22.7% | -29.1% | -7.1% |
| 30D | +11.2% | +37.5% | -26.2% | +9.9% |
| 3M | -9.8% | +35.2% | -45.0% | -10.9% |
| 6M | -13.2% | +42.2% | -55.5% | -14.6% |
| YTD | -10.4% | +3.6% | -13.9% | -10.6% |
| 1Y | -7.3% | -4.8% | -2.5% | -7.1% |
| 3Y | +51.5% | +48.3% | +3.1% | +46.7% |
| All | +28.3% | -19.6% | +47.9% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling