+3,154.0%
CLS vs LHX
+227.8%
+2,926.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +6.9% |
| 7D | +10.9% | -4.3% | +15.2% | +12.4% |
| 30D | +2.1% | -15.1% | +17.2% | +7.2% |
| 3M | -10.2% | -21.0% | +10.8% | -4.2% |
| 6M | +30.4% | -32.0% | +62.4% | +46.0% |
| YTD | +17.2% | -15.3% | +32.6% | +21.6% |
| 1Y | +41.0% | -11.1% | +52.1% | +43.7% |
| 3Y | +1,338.0% | +54.0% | +1,284.0% | +1,083.7% |
| 5Y | +3,860.6% | +17.1% | +3,843.5% | +3,399.0% |
| All | +3,154.0% | +227.8% | +2,926.2% | +1,982.8% |
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