+20.4%
CB vs LHX
-8.5%
+28.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.8% | -4.8% | +2.0% | -2.1% |
| 30D | -2.4% | -12.7% | +10.3% | -0.6% |
| 3M | +2.8% | -17.6% | +20.4% | +5.4% |
| 6M | +4.8% | -30.7% | +35.5% | +8.6% |
| YTD | +9.2% | -14.3% | +23.5% | +9.5% |
| All | +20.4% | -8.5% | +28.9% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling