+8.7%
CL vs LHX
-4.7%
+13.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | -2.2% | -2.4% | +0.2% | -1.9% |
| 30D | -4.8% | -10.4% | +5.5% | -3.7% |
| 3M | +4.9% | -16.9% | +21.8% | +6.7% |
| 6M | -5.7% | -29.9% | +24.2% | -3.4% |
| YTD | +14.4% | -12.0% | +26.4% | +17.0% |
| 1Y | +8.7% | -4.5% | +13.3% | +11.9% |
| All | +8.7% | -4.7% | +13.4% | +11.9% |
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