+421.5%
CARR vs LHX
+67.7%
+353.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.8% |
| 7D | -3.8% | -4.3% | +0.5% | -2.5% |
| 30D | -8.9% | -15.1% | +6.2% | -4.2% |
| 3M | -17.3% | -21.0% | +3.7% | -11.5% |
| 6M | -1.4% | -32.0% | +30.6% | +10.8% |
| YTD | +10.0% | -15.3% | +25.3% | +14.4% |
| 1Y | -6.4% | -11.1% | +4.7% | -4.4% |
| 3Y | +1.5% | +54.0% | -52.5% | -15.2% |
| 5Y | +9.3% | +17.1% | -7.8% | -2.4% |
| All | +421.5% | +67.7% | +353.8% | +286.6% |
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