+2,411.7%
LHX vs PFG
+999.6%
+1,412.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -2.5% | +6.0% | -8.5% | -4.1% |
| 30D | -10.4% | +2.2% | -12.6% | -11.0% |
| 3M | -14.9% | +10.4% | -25.3% | -17.4% |
| 6M | -29.6% | +27.8% | -57.4% | -34.4% |
| YTD | -11.8% | +33.6% | -45.5% | -18.9% |
| 1Y | -5.1% | +49.3% | -54.4% | -15.5% |
| 3Y | +61.3% | +69.7% | -8.4% | +36.9% |
| 5Y | +22.4% | +111.3% | -89.0% | -4.0% |
| 10Y | +232.2% | +240.3% | -8.0% | +117.1% |
| All | +2,411.7% | +999.6% | +1,412.0% | +945.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling