+361.8%
PCAR vs LHX
+231.6%
+130.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.6% | -4.8% | +3.2% | 0.0% |
| 30D | -7.3% | -12.7% | +5.5% | -3.1% |
| 3M | +7.8% | -17.6% | +25.4% | +14.3% |
| 6M | +3.6% | -30.7% | +34.3% | +16.4% |
| YTD | +12.9% | -14.3% | +27.2% | +17.4% |
| 1Y | +27.3% | -8.4% | +35.7% | +28.9% |
| 3Y | +61.9% | +56.7% | +5.2% | +34.2% |
| 5Y | +164.2% | +18.5% | +145.7% | +135.5% |
| All | +361.8% | +231.6% | +130.2% | +160.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling