+41.1%
CLS vs LHX
-4.7%
+45.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | +4.6% | -2.4% | +7.0% | +4.8% |
| 30D | -13.9% | -10.4% | -3.5% | -13.1% |
| 3M | -26.6% | -16.9% | -9.7% | -24.8% |
| 6M | +15.4% | -29.9% | +45.3% | +26.9% |
| YTD | +5.7% | -12.0% | +17.6% | +5.8% |
| 1Y | +41.1% | -4.5% | +45.7% | +35.0% |
| All | +41.1% | -4.7% | +45.8% | +35.0% |
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