+2,120.4%
CMCSA vs LHX
+7,852.8%
-5,732.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -5.6% | -4.8% | -0.8% | -4.0% |
| 30D | -1.9% | -12.7% | +10.9% | +2.5% |
| 3M | +6.4% | -17.6% | +24.1% | +12.7% |
| 6M | -16.9% | -30.7% | +13.8% | -7.1% |
| YTD | -6.8% | -14.3% | +7.6% | -3.1% |
| 1Y | -15.9% | -8.4% | -7.5% | -14.8% |
| 3Y | -33.4% | +56.7% | -90.1% | -44.0% |
| 5Y | -46.7% | +18.5% | -65.2% | -52.0% |
| 10Y | +7.0% | +229.6% | -222.5% | -33.3% |
| All | +2,120.4% | +7,852.8% | -5,732.3% | +320.4% |
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