+15,068.3%
PCAR vs LHX
+8,111.5%
+6,956.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -0.5% | -2.0% | +1.4% | +0.2% |
| 30D | -6.2% | -9.9% | +3.7% | -2.7% |
| 3M | +5.9% | -16.5% | +22.4% | +12.3% |
| 6M | +0.4% | -29.6% | +30.0% | +13.2% |
| YTD | +14.8% | -11.6% | +26.4% | +18.6% |
| 1Y | +30.1% | -4.1% | +34.2% | +30.1% |
| 3Y | +66.7% | +53.3% | +13.4% | +38.3% |
| 5Y | +166.1% | +22.3% | +143.9% | +134.6% |
| 10Y | +353.7% | +231.9% | +121.8% | +164.9% |
| All | +15,068.3% | +8,111.5% | +6,956.8% | +3,364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling