-18.3%
PCG vs LHX
+57.4%
-75.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.2% | +4.8% | -2.6% | +1.5% |
| 30D | +0.8% | +14.7% | -13.9% | -1.4% |
| 3M | -23.8% | -5.1% | -18.7% | -23.1% |
| 6M | -19.6% | -9.9% | -9.7% | -18.4% |
| YTD | -16.7% | -6.1% | -10.6% | -16.7% |
| 1Y | -19.4% | -4.0% | -15.4% | -19.9% |
| 3Y | -18.3% | +56.9% | -75.2% | -31.6% |
| All | -18.3% | +57.4% | -75.7% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling