+18.5%
LHX vs PFG
+108.9%
-90.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -4.8% | -3.0% | -1.8% | -4.1% |
| 30D | -12.7% | +2.5% | -15.2% | -13.3% |
| 3M | -17.6% | +6.1% | -23.7% | -19.0% |
| 6M | -30.7% | +31.3% | -62.0% | -35.5% |
| YTD | -14.3% | +33.6% | -47.9% | -20.8% |
| 1Y | -8.4% | +48.5% | -56.9% | -17.7% |
| 3Y | +56.7% | +69.6% | -13.0% | +33.7% |
| 5Y | +18.5% | +111.5% | -93.0% | -5.7% |
| All | +18.5% | +108.9% | -90.5% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling