+22.4%
LHX vs PR
+409.5%
-387.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -10.4% | +17.4% | -27.7% | -12.2% |
| 3M | -14.9% | +21.8% | -36.7% | -17.3% |
| 6M | -29.6% | +27.6% | -57.2% | -32.2% |
| YTD | -11.8% | +71.4% | -83.2% | -18.5% |
| 1Y | -5.1% | +78.3% | -83.4% | -12.9% |
| 3Y | +61.3% | +85.5% | -24.2% | +44.2% |
| 5Y | +22.4% | +422.7% | -400.3% | -3.5% |
| All | +22.4% | +409.5% | -387.1% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PR 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling