+331.9%
LHX vs PFGC
+409.4%
-77.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -2.5% | -2.4% | -0.1% | -2.2% |
| 30D | -10.4% | -15.8% | +5.4% | -8.2% |
| 3M | -14.9% | -0.6% | -14.3% | -14.9% |
| 6M | -29.6% | +10.7% | -40.3% | -30.8% |
| YTD | -11.8% | +7.6% | -19.4% | -13.0% |
| 1Y | -5.1% | -7.8% | +2.7% | -4.4% |
| 3Y | +61.3% | +63.7% | -2.4% | +48.9% |
| 5Y | +22.4% | +112.3% | -89.9% | +7.1% |
| 10Y | +232.2% | +286.7% | -54.5% | +175.8% |
| All | +331.9% | +409.4% | -77.5% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling