+32.3%
LHX vs PCOR
-30.9%
+63.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.6% |
| 7D | -2.0% | -9.0% | +7.0% | -1.6% |
| 30D | -9.9% | +4.2% | -14.1% | -10.1% |
| 3M | -16.5% | +14.4% | -30.9% | -17.0% |
| 6M | -29.6% | +0.2% | -29.8% | -29.8% |
| YTD | -11.6% | -20.3% | +8.7% | -11.0% |
| 1Y | -4.1% | -16.1% | +12.1% | -3.7% |
| 3Y | +53.3% | -14.7% | +68.0% | +52.1% |
| 5Y | +22.3% | -43.2% | +65.4% | +19.2% |
| All | +32.3% | -30.9% | +63.3% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling