+54.0%
LHX vs PNC
+131.1%
-77.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | -15.1% | -4.4% | -10.7% | -14.2% |
| 3M | -21.0% | +5.2% | -26.2% | -22.1% |
| 6M | -32.0% | +20.6% | -52.6% | -35.2% |
| YTD | -15.3% | +19.8% | -35.1% | -19.4% |
| 1Y | -11.1% | +24.4% | -35.5% | -16.3% |
| 3Y | +54.0% | +131.2% | -77.2% | +22.4% |
| All | +54.0% | +131.1% | -77.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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