+55.8%
LHX vs PFGC
+59.5%
-3.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -4.8% | -4.8% | 0.0% | -4.0% |
| 30D | -12.7% | -17.2% | +4.5% | -9.9% |
| 3M | -17.6% | -6.3% | -11.3% | -16.8% |
| 6M | -30.7% | +8.8% | -39.6% | -32.1% |
| YTD | -14.3% | +4.9% | -19.3% | -15.4% |
| 1Y | -8.4% | -9.5% | +1.1% | -7.5% |
| All | +55.8% | +59.5% | -3.7% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling