+811.9%
PGR vs LHX
+227.8%
+584.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -0.6% | -4.3% | +3.6% | +0.8% |
| 30D | +4.9% | -15.1% | +20.1% | +10.7% |
| 3M | +7.6% | -21.0% | +28.6% | +15.8% |
| 6M | +8.3% | -32.0% | +40.2% | +22.1% |
| YTD | +1.7% | -15.3% | +17.1% | +5.9% |
| 1Y | -6.8% | -11.1% | +4.2% | -4.9% |
| 3Y | +73.4% | +54.0% | +19.4% | +43.5% |
| 5Y | +161.2% | +17.1% | +144.1% | +135.3% |
| All | +811.9% | +227.8% | +584.1% | +534.8% |
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 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