+304.3%
LHX vs PR
+169.5%
+134.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -2.0% | +2.9% | -4.9% | -2.1% |
| 30D | -9.9% | +18.0% | -28.0% | -10.7% |
| 3M | -16.5% | +16.9% | -33.3% | -17.2% |
| 6M | -29.6% | +28.2% | -57.8% | -30.6% |
| YTD | -11.6% | +69.3% | -80.9% | -14.0% |
| 1Y | -4.1% | +69.5% | -73.6% | -6.8% |
| 3Y | +53.3% | +81.7% | -28.4% | +47.6% |
| 5Y | +22.3% | +422.2% | -400.0% | +12.3% |
| 10Y | +231.9% | +110.4% | +121.5% | +241.9% |
| All | +304.3% | +169.5% | +134.8% | +311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling