-10.7%
CMG vs LHX
-4.2%
-6.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.9% |
| 7D | -2.8% | -2.0% | -0.9% | -3.1% |
| 30D | +7.1% | -9.9% | +17.1% | +5.7% |
| 3M | +31.2% | -16.5% | +47.6% | +29.4% |
| 6M | +0.7% | -29.6% | +30.3% | -0.3% |
| YTD | -0.1% | -11.6% | +11.5% | +1.1% |
| 1Y | -10.7% | -4.1% | -6.7% | -5.1% |
| All | -10.7% | -4.2% | -6.5% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling