+28.5%
CL vs LHX
+17.8%
+10.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.4% | -4.8% | +2.4% | -1.7% |
| 30D | -4.8% | -12.7% | +8.0% | -2.9% |
| 3M | -1.7% | -17.6% | +15.9% | +0.9% |
| 6M | -3.8% | -30.7% | +26.9% | +1.0% |
| YTD | +13.3% | -14.3% | +27.6% | +15.3% |
| 1Y | +8.3% | -8.4% | +16.7% | +9.0% |
| 3Y | +28.8% | +56.7% | -27.8% | +18.5% |
| 5Y | +28.5% | +18.5% | +10.1% | +22.7% |
| All | +28.5% | +17.8% | +10.7% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling