-42.6%
CCL vs LHX
+227.8%
-270.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.9% |
| 7D | -3.2% | -4.3% | +1.0% | -1.0% |
| 30D | -17.8% | -15.1% | -2.6% | -10.3% |
| 3M | -18.7% | -21.0% | +2.3% | -8.8% |
| 6M | -11.4% | -32.0% | +20.6% | +8.1% |
| YTD | -24.3% | -15.3% | -9.0% | -19.4% |
| 1Y | -28.8% | -11.1% | -17.8% | -26.5% |
| 3Y | +49.3% | +54.0% | -4.7% | +7.5% |
| 5Y | +1.6% | +17.1% | -15.5% | -18.2% |
| All | -42.6% | +227.8% | -270.5% | -66.6% |
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