+32.8%
PFE vs LHX
+227.8%
-195.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -2.6% | -4.3% | +1.7% | -1.5% |
| 30D | +5.4% | -15.1% | +20.5% | +9.8% |
| 3M | +7.8% | -21.0% | +28.7% | +14.1% |
| 6M | +5.0% | -32.0% | +37.0% | +15.5% |
| YTD | +17.1% | -15.3% | +32.4% | +20.9% |
| 1Y | +19.3% | -11.1% | +30.4% | +21.3% |
| 3Y | -0.9% | +54.0% | -55.0% | -14.9% |
| 5Y | -20.8% | +17.1% | -37.9% | -27.7% |
| All | +32.8% | +227.8% | -195.0% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling