+5,490.1%
CL vs LHX
+8,620.6%
-3,130.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.2% | +4.8% | -1.6% | +2.4% |
| 30D | +8.0% | +14.7% | -6.6% | +5.4% |
| 3M | +7.9% | -5.1% | +13.0% | +8.7% |
| 6M | +14.7% | -9.9% | +24.6% | +16.4% |
| YTD | +29.2% | -6.1% | +35.2% | +29.7% |
| 1Y | +29.5% | -4.0% | +33.5% | +29.5% |
| 3Y | +40.7% | +56.9% | -16.3% | +28.5% |
| 5Y | +43.9% | +36.6% | +7.3% | +33.1% |
| 10Y | +87.2% | +217.5% | -130.2% | +49.3% |
| All | +5,490.1% | +8,620.6% | -3,130.6% | +2,547.7% |
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 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