+74.9%
CB vs LHX
+57.4%
+17.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.9% | +4.8% | -1.9% | +2.0% |
| 30D | +7.3% | +14.7% | -7.4% | +4.3% |
| 3M | +9.4% | -5.1% | +14.5% | +10.1% |
| 6M | +19.6% | -9.9% | +29.5% | +21.4% |
| YTD | +21.5% | -6.1% | +27.6% | +20.7% |
| 1Y | +28.0% | -4.0% | +32.0% | +26.5% |
| 3Y | +74.9% | +56.9% | +17.9% | +57.7% |
| All | +74.9% | +57.4% | +17.5% | +57.7% |
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