-1.2%
PFE vs LHX
+55.8%
-57.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -4.0% | -4.8% | +0.8% | -3.4% |
| 30D | +3.9% | -12.7% | +16.6% | +5.8% |
| 3M | +9.9% | -17.6% | +27.5% | +12.8% |
| 6M | +5.3% | -30.7% | +36.0% | +10.6% |
| YTD | +16.8% | -14.3% | +31.1% | +18.6% |
| 1Y | +20.4% | -8.4% | +28.8% | +20.8% |
| All | -1.2% | +55.8% | -57.0% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling