+4,812.0%
LHX vs PTEN
+1,965.8%
+2,846.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.8% | +2.8% | -7.6% | -5.2% |
| 30D | -12.7% | +17.6% | -30.3% | -14.8% |
| 3M | -17.6% | +8.2% | -25.8% | -19.1% |
| 6M | -30.7% | +38.1% | -68.8% | -34.6% |
| YTD | -14.3% | +117.3% | -131.6% | -24.1% |
| 1Y | -8.4% | +146.1% | -154.5% | -20.5% |
| 3Y | +56.7% | -3.0% | +59.7% | +49.8% |
| 5Y | +18.5% | +93.5% | -75.0% | -1.1% |
| 10Y | +229.6% | -16.8% | +246.3% | +163.3% |
| All | +4,812.0% | +1,965.8% | +2,846.1% | +2,882.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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