+639.7%
CEG vs LHX
+23.5%
+616.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +6.7% | -2.5% | +9.2% | +7.3% |
| 30D | +11.0% | -10.4% | +21.3% | +14.0% |
| 3M | +19.5% | -14.9% | +34.4% | +23.9% |
| 6M | -5.9% | -29.6% | +23.8% | +3.2% |
| YTD | -15.0% | -11.8% | -3.2% | -13.6% |
| 1Y | +0.6% | -5.1% | +5.7% | -0.5% |
| 3Y | +180.6% | +61.3% | +119.3% | +125.4% |
| All | +639.7% | +23.5% | +616.1% | +574.0% |
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