+69.2%
CB vs LHX
+57.1%
+12.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -0.5% | -3.7% | +3.2% | +0.1% |
| 30D | -3.1% | -13.2% | +10.1% | -0.6% |
| 3M | +4.2% | -18.4% | +22.5% | +7.8% |
| 6M | +4.7% | -32.0% | +36.7% | +11.5% |
| YTD | +8.8% | -13.6% | +22.5% | +10.3% |
| 1Y | +22.6% | -6.0% | +28.6% | +21.9% |
| All | +69.2% | +57.1% | +12.2% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling