+18.8%
CLF vs LHX
-4.7%
+23.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.7% |
| 7D | +7.6% | -2.4% | +10.0% | +8.6% |
| 30D | -1.2% | -10.4% | +9.2% | +3.3% |
| 3M | -13.4% | -16.9% | +3.5% | -6.9% |
| 6M | +15.4% | -29.9% | +45.3% | +31.9% |
| YTD | -5.9% | -12.0% | +6.1% | -3.2% |
| 1Y | +18.8% | -4.5% | +23.4% | +20.0% |
| All | +18.8% | -4.7% | +23.5% | +20.0% |
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