+219.2%
CB vs LHX
+231.6%
-12.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.8% | -4.8% | +2.0% | -1.0% |
| 30D | -2.4% | -12.7% | +10.3% | +2.4% |
| 3M | +2.8% | -17.6% | +20.4% | +9.8% |
| 6M | +4.8% | -30.7% | +35.5% | +19.0% |
| YTD | +9.2% | -14.3% | +23.5% | +13.6% |
| 1Y | +22.8% | -8.4% | +31.2% | +24.0% |
| 3Y | +71.1% | +56.7% | +14.5% | +36.4% |
| 5Y | +101.0% | +18.5% | +82.5% | +75.4% |
| All | +219.2% | +231.6% | -12.4% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling