+124.6%
CLF vs LHX
+227.8%
-103.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.6% |
| 7D | -3.5% | -4.3% | +0.7% | -1.1% |
| 30D | -1.6% | -15.1% | +13.6% | +7.7% |
| 3M | -12.0% | -21.0% | +8.9% | -0.1% |
| 6M | +30.0% | -32.0% | +62.0% | +60.4% |
| YTD | -9.2% | -15.3% | +6.1% | -1.9% |
| 1Y | +2.3% | -11.1% | +13.3% | +6.8% |
| 3Y | -14.4% | +54.0% | -68.4% | -37.4% |
| 5Y | -48.3% | +17.1% | -65.4% | -56.1% |
| All | +124.6% | +227.8% | -103.2% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling