+91.5%
CAT vs LHX
-9.5%
+101.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +0.6% | -4.3% | +4.8% | +1.3% |
| 30D | -4.3% | -15.1% | +10.8% | -1.6% |
| 3M | -8.6% | -21.0% | +12.3% | -4.5% |
| 6M | +16.1% | -32.0% | +48.1% | +27.9% |
| YTD | +43.8% | -15.3% | +59.1% | +44.7% |
| 1Y | +91.5% | -11.1% | +102.5% | +92.1% |
| All | +91.5% | -9.5% | +101.0% | +92.1% |
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