+19.3%
PFE vs LHX
-9.5%
+28.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -2.6% | -4.3% | +1.7% | -2.0% |
| 30D | +5.4% | -15.1% | +20.5% | +7.5% |
| 3M | +7.8% | -21.0% | +28.7% | +11.0% |
| 6M | +5.0% | -32.0% | +37.0% | +9.6% |
| YTD | +17.1% | -15.3% | +32.4% | +18.5% |
| 1Y | +19.3% | -11.1% | +30.4% | +20.0% |
| All | +19.3% | -9.5% | +28.8% | +20.0% |
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