+706.4%
CLF vs LHX
+8,620.6%
-7,914.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.4% | +4.8% | +5.6% | +8.1% |
| 30D | +0.6% | +14.7% | -14.1% | -6.0% |
| 3M | +4.1% | -5.1% | +9.2% | +6.2% |
| 6M | +15.1% | -9.9% | +25.0% | +20.3% |
| YTD | -4.7% | -6.1% | +1.3% | -3.3% |
| 1Y | +20.4% | -4.0% | +24.3% | +20.9% |
| 3Y | -23.4% | +56.9% | -80.3% | -40.0% |
| 5Y | -43.3% | +36.6% | -79.9% | -53.2% |
| 10Y | +80.5% | +217.5% | -137.0% | -1.1% |
| All | +706.4% | +8,620.6% | -7,914.2% | +89.9% |
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 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