+274.2%
CME vs LHX
+227.8%
+46.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.9% |
| 7D | -1.6% | -4.3% | +2.7% | -0.2% |
| 30D | +5.6% | -15.1% | +20.7% | +11.1% |
| 3M | +5.6% | -21.0% | +26.6% | +13.2% |
| 6M | -8.3% | -32.0% | +23.7% | +2.9% |
| YTD | +4.3% | -15.3% | +19.7% | +8.7% |
| 1Y | +9.1% | -11.1% | +20.1% | +11.4% |
| 3Y | +52.1% | +54.0% | -2.0% | +26.2% |
| 5Y | +79.7% | +17.1% | +62.5% | +60.3% |
| All | +274.2% | +227.8% | +46.4% | +127.8% |
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