+57.1%
LHX vs PTC
-10.6%
+67.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.7% |
| 7D | -3.7% | -13.6% | +9.9% | -2.1% |
| 30D | -13.2% | -14.7% | +1.5% | -11.6% |
| 3M | -18.4% | -5.9% | -12.5% | -18.1% |
| 6M | -32.0% | -21.1% | -10.8% | -29.8% |
| YTD | -13.6% | -26.0% | +12.4% | -10.0% |
| 1Y | -6.0% | -36.8% | +30.9% | +0.8% |
| All | +57.1% | -10.6% | +67.6% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling