+18.7%
LHX vs PFGC
+110.3%
-91.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -4.3% | -4.8% | +0.5% | -3.6% |
| 30D | -15.1% | -12.5% | -2.6% | -13.5% |
| 3M | -21.0% | -9.7% | -11.2% | -19.9% |
| 6M | -32.0% | +7.0% | -39.0% | -32.8% |
| YTD | -15.3% | +4.5% | -19.8% | -16.1% |
| 1Y | -11.1% | -11.6% | +0.5% | -10.0% |
| 3Y | +54.0% | +58.5% | -4.5% | +43.3% |
| All | +18.7% | +110.3% | -91.6% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling