+6,636.0%
CME vs LHX
+3,118.8%
+3,517.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.4% | -4.8% | +2.4% | -0.4% |
| 30D | +6.2% | -12.7% | +18.9% | +12.1% |
| 3M | +4.4% | -17.6% | +22.0% | +12.2% |
| 6M | -9.6% | -30.7% | +21.1% | +4.0% |
| YTD | +3.8% | -14.3% | +18.1% | +9.0% |
| 1Y | +9.5% | -8.4% | +17.9% | +11.2% |
| 3Y | +51.9% | +56.7% | -4.7% | +20.4% |
| 5Y | +78.7% | +18.5% | +60.2% | +54.6% |
| 10Y | +279.7% | +229.6% | +50.2% | +98.6% |
| All | +6,636.0% | +3,118.8% | +3,517.3% | +1,524.4% |
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