-48.2%
CLF vs LHX
+18.8%
-67.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.7% |
| 7D | -2.7% | -3.7% | +1.1% | -1.0% |
| 30D | -3.2% | -13.2% | +10.0% | +3.1% |
| 3M | -5.0% | -18.4% | +13.4% | +4.0% |
| 6M | +26.6% | -32.0% | +58.6% | +50.3% |
| YTD | -9.0% | -13.6% | +4.7% | -3.9% |
| 1Y | +11.8% | -6.0% | +17.8% | +12.8% |
| 3Y | -15.1% | +57.9% | -73.0% | -35.5% |
| All | -48.2% | +18.8% | -67.0% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling