+7,455.1%
LHX vs PNR
+3,435.9%
+4,019.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -4.8% | -5.5% | +0.7% | -3.2% |
| 30D | -12.7% | -15.6% | +2.8% | -8.2% |
| 3M | -17.6% | -20.2% | +2.6% | -12.4% |
| 6M | -30.7% | -36.6% | +5.9% | -21.3% |
| YTD | -14.3% | -45.0% | +30.6% | +1.1% |
| 1Y | -8.4% | -47.4% | +39.0% | +9.6% |
| 3Y | +56.7% | -13.7% | +70.4% | +57.3% |
| 5Y | +18.5% | -20.8% | +39.3% | +19.1% |
| 10Y | +229.6% | +65.2% | +164.4% | +153.1% |
| All | +7,455.1% | +3,435.9% | +4,019.2% | +2,429.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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