+42,231.2%
PGR vs LHX
+7,762.2%
+34,469.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -0.6% | -4.3% | +3.6% | +0.5% |
| 30D | +4.9% | -15.1% | +20.1% | +9.5% |
| 3M | +7.6% | -21.0% | +28.6% | +14.2% |
| 6M | +8.3% | -32.0% | +40.2% | +19.2% |
| YTD | +1.7% | -15.3% | +17.1% | +5.4% |
| 1Y | -6.8% | -11.1% | +4.2% | -4.9% |
| 3Y | +73.4% | +54.0% | +19.4% | +51.5% |
| 5Y | +161.2% | +17.1% | +144.1% | +143.0% |
| 10Y | +819.5% | +225.8% | +593.7% | +546.6% |
| All | +42,231.2% | +7,762.2% | +34,469.0% | +14,004.4% |
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