-6.1%
CI vs LHX
-9.5%
+3.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | -0.1% | -4.3% | +4.2% | +0.6% |
| 30D | +1.8% | -15.1% | +16.9% | +4.4% |
| 3M | -4.2% | -21.0% | +16.7% | -0.7% |
| 6M | +8.8% | -32.0% | +40.8% | +14.0% |
| YTD | +3.7% | -15.3% | +19.1% | +9.7% |
| 1Y | -6.1% | -11.1% | +4.9% | +2.7% |
| All | -6.1% | -9.5% | +3.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling