+327.9%
CAT vs LHX
+17.8%
+310.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | +0.6% | -4.8% | +5.4% | +2.1% |
| 30D | -4.5% | -12.7% | +8.2% | -0.6% |
| 3M | -5.8% | -17.6% | +11.8% | -0.6% |
| 6M | +12.7% | -30.7% | +43.5% | +26.3% |
| YTD | +41.4% | -14.3% | +55.7% | +46.3% |
| 1Y | +92.1% | -8.4% | +100.5% | +93.6% |
| 3Y | +197.5% | +56.7% | +140.8% | +147.0% |
| 5Y | +327.9% | +18.5% | +309.5% | +279.7% |
| All | +327.9% | +17.8% | +310.1% | +279.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling