+24.1%
PFE vs LHX
-4.7%
+28.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -1.0% |
| 7D | +1.8% | -2.4% | +4.2% | +2.1% |
| 30D | +10.2% | -10.4% | +20.6% | +11.7% |
| 3M | +12.7% | -16.9% | +29.6% | +15.3% |
| 6M | +10.5% | -29.9% | +40.5% | +14.7% |
| YTD | +20.2% | -12.0% | +32.1% | +21.2% |
| 1Y | +24.1% | -4.5% | +28.6% | +23.8% |
| All | +24.1% | -4.7% | +28.7% | +23.8% |
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