-7.1%
PCG vs LHX
-6.7%
-0.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | +0.5% | -4.8% | +5.3% | +0.9% |
| 30D | -18.9% | -12.7% | -6.2% | -17.8% |
| 3M | -15.8% | -17.6% | +1.8% | -14.2% |
| 6M | -22.6% | -30.7% | +8.2% | -18.6% |
| YTD | -12.2% | -14.3% | +2.2% | -11.9% |
| 1Y | -7.1% | -8.4% | +1.3% | -6.9% |
| All | -7.1% | -6.7% | -0.4% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling