+19,050.1%
CAT vs LHX
+8,620.6%
+10,429.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +7.4% | +4.8% | +2.6% | +5.8% |
| 30D | -19.7% | +14.7% | -34.3% | -23.7% |
| 3M | -29.6% | -5.1% | -24.5% | -28.7% |
| 6M | -33.2% | -9.9% | -23.3% | -31.7% |
| YTD | +5.7% | -6.1% | +11.7% | +6.2% |
| 1Y | +9.3% | -4.0% | +13.3% | +9.0% |
| 3Y | +158.3% | +56.9% | +101.4% | +115.6% |
| 5Y | +211.6% | +36.6% | +175.0% | +168.3% |
| 10Y | +698.5% | +217.5% | +481.0% | +410.7% |
| All | +19,050.1% | +8,620.6% | +10,429.5% | +4,462.9% |
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