+3,616.8%
CLS vs LHX
+17.6%
+3,599.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +5.0% | -4.8% | +9.8% | +5.7% |
| 30D | +4.8% | -12.7% | +17.5% | +6.7% |
| 3M | -10.4% | -17.6% | +7.2% | -8.2% |
| 6M | +20.8% | -30.7% | +51.5% | +27.9% |
| YTD | +10.0% | -14.3% | +24.4% | +12.1% |
| 1Y | +28.5% | -8.4% | +36.9% | +29.5% |
| 3Y | +1,292.2% | +56.7% | +1,235.5% | +1,176.9% |
| All | +3,616.8% | +17.6% | +3,599.2% | +3,119.9% |
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