+209.6%
LHX vs PR
+68.5%
+141.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -6.4% | -16.4% | +10.0% | -5.6% |
| 30D | +11.2% | -1.9% | +13.1% | +11.3% |
| 3M | -9.8% | +8.0% | -17.8% | -10.2% |
| 6M | -13.2% | +4.1% | -17.3% | -13.6% |
| YTD | -10.4% | +58.7% | -69.1% | -12.6% |
| 1Y | -7.3% | +75.8% | -83.1% | -10.1% |
| 3Y | +51.5% | +73.2% | -21.7% | +46.2% |
| 5Y | +28.2% | +230.1% | -201.9% | +19.4% |
| All | +209.6% | +68.5% | +141.1% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling