+61.1%
LHX vs PR
+82.3%
-21.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -2.0% | +2.9% | -4.9% | -2.3% |
| 30D | -9.9% | +18.0% | -28.0% | -11.8% |
| 3M | -16.5% | +16.9% | -33.3% | -18.3% |
| 6M | -29.6% | +28.2% | -57.8% | -32.4% |
| YTD | -11.6% | +69.3% | -80.9% | -18.8% |
| 1Y | -4.1% | +69.5% | -73.6% | -12.2% |
| All | +61.1% | +82.3% | -21.2% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling