+776.5%
CCL vs LHX
+7,918.1%
-7,141.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.4% |
| 7D | -4.4% | -3.7% | -0.7% | -3.0% |
| 30D | -18.2% | -13.2% | -5.0% | -13.9% |
| 3M | -17.7% | -18.4% | +0.6% | -12.0% |
| 6M | -13.0% | -32.0% | +19.0% | -0.5% |
| YTD | -24.5% | -13.6% | -10.8% | -21.3% |
| 1Y | -26.9% | -6.0% | -21.0% | -26.4% |
| 3Y | +50.8% | +57.9% | -7.2% | +23.5% |
| 5Y | -0.9% | +19.2% | -20.1% | -11.9% |
| 10Y | -41.7% | +232.3% | -273.9% | -62.6% |
| All | +776.5% | +7,918.1% | -7,141.6% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling