+3,201.6%
PFE vs LHX
+8,088.8%
-4,887.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -2.7% | -2.5% | -0.2% | -2.2% |
| 30D | +3.8% | -10.4% | +14.2% | +6.1% |
| 3M | +10.4% | -14.9% | +25.3% | +13.7% |
| 6M | +6.3% | -29.6% | +35.9% | +13.7% |
| YTD | +17.4% | -11.8% | +29.2% | +19.6% |
| 1Y | +21.1% | -5.1% | +26.2% | +21.4% |
| 3Y | -1.6% | +61.3% | -62.9% | -12.2% |
| 5Y | -22.2% | +22.4% | -44.5% | -27.4% |
| 10Y | +32.9% | +232.2% | -199.4% | +0.3% |
| All | +3,201.6% | +8,088.8% | -4,887.2% | +1,203.6% |
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