+604.3%
CEG vs LHX
+18.6%
+585.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -4.8% | -4.3% | -0.5% | -3.7% |
| 30D | +2.3% | -15.1% | +17.5% | +6.6% |
| 3M | +15.6% | -21.0% | +36.6% | +22.3% |
| 6M | -5.0% | -32.0% | +27.0% | +5.0% |
| YTD | -19.0% | -15.3% | -3.7% | -16.9% |
| 1Y | -10.0% | -11.1% | +1.1% | -9.3% |
| 3Y | +163.9% | +54.0% | +109.9% | +114.7% |
| All | +604.3% | +18.6% | +585.7% | +548.4% |
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