-4.6%
CARR vs LHX
-4.2%
-0.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | +1.6% | -2.0% | +3.5% | +1.9% |
| 30D | -8.7% | -9.9% | +1.2% | -7.1% |
| 3M | -12.6% | -16.5% | +3.9% | -10.0% |
| 6M | -1.5% | -29.6% | +28.1% | +5.9% |
| YTD | +14.3% | -11.6% | +25.9% | +14.4% |
| 1Y | -4.6% | -4.1% | -0.5% | -6.6% |
| All | -4.6% | -4.2% | -0.4% | -6.6% |
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 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