+4,013.6%
CMG vs LHX
+758.3%
+3,255.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -2.1% | -4.3% | +2.2% | -0.7% |
| 30D | +10.9% | -15.1% | +26.0% | +16.6% |
| 3M | +15.8% | -21.0% | +36.8% | +23.6% |
| 6M | +6.9% | -32.0% | +38.9% | +19.7% |
| YTD | -2.2% | -15.3% | +13.2% | +1.5% |
| 1Y | -7.1% | -11.1% | +4.0% | -5.7% |
| 3Y | -7.1% | +54.0% | -61.1% | -23.2% |
| 5Y | -4.8% | +17.1% | -21.9% | -15.6% |
| 10Y | +324.3% | +225.8% | +98.5% | +135.8% |
| All | +4,013.6% | +758.3% | +3,255.3% | +1,217.5% |
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