+4,830.4%
CL vs LHX
+8,088.8%
-3,258.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -1.4% | -2.5% | +1.1% | -0.9% |
| 30D | -5.2% | -10.4% | +5.2% | -3.5% |
| 3M | +3.3% | -14.9% | +18.2% | +6.0% |
| 6M | -4.4% | -29.6% | +25.3% | +1.2% |
| YTD | +13.9% | -11.8% | +25.7% | +15.8% |
| 1Y | +7.6% | -5.1% | +12.7% | +7.9% |
| 3Y | +29.6% | +61.3% | -31.7% | +17.8% |
| 5Y | +28.1% | +22.4% | +5.7% | +20.8% |
| 10Y | +53.4% | +232.2% | -178.9% | +21.7% |
| All | +4,830.4% | +8,088.8% | -3,258.4% | +2,263.8% |
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