+503.2%
CMI vs LHX
+227.8%
+275.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.6% |
| 7D | -0.7% | -4.3% | +3.5% | +0.8% |
| 30D | -12.4% | -15.1% | +2.8% | -7.2% |
| 3M | -14.8% | -21.0% | +6.2% | -7.9% |
| 6M | +0.8% | -32.0% | +32.8% | +15.0% |
| YTD | +10.2% | -15.3% | +25.5% | +15.2% |
| 1Y | +37.4% | -11.1% | +48.5% | +40.7% |
| 3Y | +153.3% | +54.0% | +99.3% | +106.4% |
| 5Y | +167.6% | +17.1% | +150.5% | +136.2% |
| All | +503.2% | +227.8% | +275.4% | +259.2% |
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