+56.9%
LHX vs PTC
+29.1%
+27.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.8% | +0.5% | +4.3% | +4.8% |
| 30D | +14.7% | +1.2% | +13.5% | +14.6% |
| 3M | -5.1% | +27.4% | -32.5% | -7.2% |
| 6M | -9.9% | +39.2% | -49.1% | -12.9% |
| YTD | -6.1% | +12.5% | -18.6% | -6.0% |
| 1Y | -4.0% | +12.3% | -16.3% | -3.9% |
| 3Y | +56.9% | +28.8% | +28.1% | +46.8% |
| All | +56.9% | +29.1% | +27.8% | +46.8% |
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