+201.6%
CAT vs LHX
+57.1%
+144.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.3% |
| 7D | +2.9% | -3.7% | +6.7% | +4.0% |
| 30D | -2.6% | -13.2% | +10.5% | +1.2% |
| 3M | -10.7% | -18.4% | +7.7% | -5.8% |
| 6M | +16.1% | -32.0% | +48.1% | +30.7% |
| YTD | +43.2% | -13.6% | +56.9% | +46.8% |
| 1Y | +96.8% | -6.0% | +102.8% | +94.9% |
| All | +201.6% | +57.1% | +144.6% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling