+7,325.5%
CI vs LHX
+8,088.8%
-763.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.0% | -2.5% | +0.5% | -1.3% |
| 30D | -1.8% | -10.4% | +8.5% | +1.3% |
| 3M | -4.2% | -14.9% | +10.7% | 0.0% |
| 6M | +2.7% | -29.6% | +32.3% | +13.3% |
| YTD | +1.9% | -11.8% | +13.7% | +4.9% |
| 1Y | -6.3% | -5.1% | -1.2% | -6.0% |
| 3Y | +3.9% | +61.3% | -57.5% | -11.8% |
| 5Y | +41.9% | +22.4% | +19.5% | +29.0% |
| 10Y | +140.4% | +232.2% | -91.8% | +64.4% |
| All | +7,325.5% | +8,088.8% | -763.3% | +2,015.1% |
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