+25,808.1%
CAT vs LHX
+8,111.5%
+17,696.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.3% |
| 7D | +1.7% | -2.0% | +3.7% | +2.4% |
| 30D | -6.6% | -9.9% | +3.4% | -3.3% |
| 3M | -13.3% | -16.5% | +3.2% | -8.5% |
| 6M | +11.6% | -29.6% | +41.2% | +24.7% |
| YTD | +42.9% | -11.6% | +54.5% | +47.3% |
| 1Y | +95.4% | -4.1% | +99.5% | +95.4% |
| 3Y | +196.6% | +53.3% | +143.3% | +149.9% |
| 5Y | +321.7% | +22.3% | +299.4% | +278.1% |
| 10Y | +1,140.8% | +231.9% | +908.9% | +686.9% |
| All | +25,808.1% | +8,111.5% | +17,696.6% | +6,230.1% |
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 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