+54.2%
PCG vs LHX
+19.9%
+34.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.8% |
| 7D | +6.5% | -3.7% | +10.2% | +7.4% |
| 30D | -16.7% | -13.2% | -3.6% | -14.0% |
| 3M | -14.2% | -18.4% | +4.2% | -10.3% |
| 6M | -21.5% | -32.0% | +10.5% | -13.9% |
| YTD | -11.2% | -13.6% | +2.5% | -9.2% |
| 1Y | -4.2% | -6.0% | +1.8% | -4.6% |
| 3Y | -14.9% | +57.9% | -72.8% | -28.7% |
| 5Y | +54.2% | +19.2% | +35.0% | +36.9% |
| All | +54.2% | +19.9% | +34.4% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling