+105.7%
PCG vs LHX
+8,111.5%
-8,005.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | -13.9% | -2.0% | -11.9% | -13.6% |
| 30D | -16.9% | -9.9% | -6.9% | -15.4% |
| 3M | -14.7% | -16.5% | +1.7% | -12.3% |
| 6M | -23.8% | -29.6% | +5.8% | -19.2% |
| YTD | -10.5% | -11.6% | +1.1% | -9.1% |
| 1Y | -5.1% | -4.1% | -1.0% | -5.2% |
| 3Y | -11.6% | +53.3% | -64.9% | -19.3% |
| 5Y | +59.0% | +22.3% | +36.7% | +50.2% |
| 10Y | -75.7% | +231.9% | -307.6% | -80.2% |
| All | +105.7% | +8,111.5% | -8,005.8% | +19.3% |
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