-23.4%
CLF vs LHX
+57.4%
-80.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.4% | +4.8% | +5.6% | +8.4% |
| 30D | +0.6% | +14.7% | -14.1% | -4.7% |
| 3M | +4.1% | -5.1% | +9.2% | +6.7% |
| 6M | +15.1% | -9.9% | +25.0% | +20.4% |
| YTD | -4.7% | -6.1% | +1.3% | -3.4% |
| 1Y | +20.4% | -4.0% | +24.3% | +20.9% |
| 3Y | -23.4% | +56.9% | -80.3% | -42.4% |
| All | -23.4% | +57.4% | -80.7% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling