+3,419.7%
CLS vs LHX
+2,314.5%
+1,105.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.8% |
| 7D | +12.8% | -2.5% | +15.3% | +14.1% |
| 30D | +3.8% | -10.4% | +14.2% | +9.2% |
| 3M | -14.6% | -14.9% | +0.3% | -9.1% |
| 6M | +32.2% | -29.6% | +61.9% | +53.4% |
| YTD | +11.6% | -11.8% | +23.4% | +15.6% |
| 1Y | +35.1% | -5.1% | +40.1% | +34.8% |
| 3Y | +1,312.5% | +61.3% | +1,251.2% | +958.0% |
| 5Y | +3,542.1% | +22.4% | +3,519.7% | +2,905.8% |
| 10Y | +2,944.0% | +232.2% | +2,711.8% | +1,328.2% |
| All | +3,419.7% | +2,314.5% | +1,105.1% | +487.5% |
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