+52.3%
LHX vs PR
+88.0%
-35.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -6.4% | -16.4% | +10.0% | -4.8% |
| 30D | +11.2% | -1.9% | +13.1% | +11.5% |
| 3M | -9.8% | +8.0% | -17.8% | -10.6% |
| 6M | -13.2% | +4.1% | -17.3% | -13.8% |
| YTD | -10.4% | +58.7% | -69.1% | -15.9% |
| 1Y | -7.3% | +75.8% | -83.1% | -14.2% |
| All | +52.3% | +88.0% | -35.7% | +34.0% |
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