+225.8%
LHX vs PTC
+200.2%
+25.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.8% | -14.2% | +9.4% | -2.3% |
| 30D | -12.7% | -14.4% | +1.7% | -10.5% |
| 3M | -17.6% | -4.7% | -12.9% | -17.5% |
| 6M | -30.7% | -19.3% | -11.4% | -28.6% |
| YTD | -14.3% | -26.1% | +11.8% | -10.4% |
| 1Y | -8.4% | -37.1% | +28.7% | -1.3% |
| 3Y | +56.7% | -10.4% | +67.0% | +55.5% |
| 5Y | +18.5% | +2.5% | +16.0% | +12.7% |
| All | +225.8% | +200.2% | +25.6% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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