-76.3%
PCG vs LHX
+227.8%
-304.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -3.5% | -4.3% | +0.8% | -1.9% |
| 30D | -20.6% | -15.1% | -5.5% | -15.7% |
| 3M | -17.6% | -21.0% | +3.4% | -10.7% |
| 6M | -23.5% | -32.0% | +8.5% | -12.2% |
| YTD | -13.6% | -15.3% | +1.7% | -9.8% |
| 1Y | -11.3% | -11.1% | -0.3% | -9.6% |
| 3Y | -16.9% | +54.0% | -70.9% | -34.2% |
| 5Y | +50.8% | +17.1% | +33.7% | +31.2% |
| All | -76.3% | +227.8% | -304.1% | -82.0% |
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