+362.4%
PCAR vs LHX
+227.8%
+134.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.5% |
| 7D | -1.6% | -4.3% | +2.7% | -0.2% |
| 30D | -6.4% | -15.1% | +8.8% | -1.2% |
| 3M | +4.7% | -21.0% | +25.6% | +12.5% |
| 6M | +4.5% | -32.0% | +36.5% | +18.2% |
| YTD | +13.0% | -15.3% | +28.3% | +18.0% |
| 1Y | +23.6% | -11.1% | +34.6% | +26.4% |
| 3Y | +60.7% | +54.0% | +6.7% | +34.0% |
| 5Y | +164.5% | +17.1% | +147.4% | +136.7% |
| All | +362.4% | +227.8% | +134.6% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded LHX 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling