-9.3%
LHX vs PFG
+46.8%
-56.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.1% | -10.6% | -7.3% |
| 7D | -0.3% | +4.9% | -5.2% | -1.4% |
| 30D | +9.7% | +5.7% | +4.0% | +8.3% |
| 3M | -8.5% | +2.6% | -11.1% | -9.1% |
| 6M | -15.1% | +19.8% | -34.9% | -18.6% |
| YTD | -10.4% | +36.3% | -46.7% | -17.4% |
| 1Y | -9.3% | +47.9% | -57.2% | -17.3% |
| All | -9.3% | +46.8% | -56.1% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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