+7,700.9%
LHX vs PTC
+6,346.6%
+1,354.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -0.7% |
| 7D | -2.0% | -10.3% | +8.3% | -0.2% |
| 30D | -9.9% | +1.1% | -11.1% | -10.2% |
| 3M | -16.5% | +1.6% | -18.1% | -17.2% |
| 6M | -29.6% | -13.5% | -16.1% | -28.4% |
| YTD | -11.6% | -19.1% | +7.5% | -9.3% |
| 1Y | -4.1% | -33.9% | +29.8% | +1.8% |
| 3Y | +53.3% | -3.9% | +57.2% | +50.9% |
| 5Y | +22.3% | +6.0% | +16.2% | +16.5% |
| 10Y | +231.9% | +223.7% | +8.1% | +150.9% |
| All | +7,700.9% | +6,346.6% | +1,354.3% | +2,686.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling