+153.3%
CMI vs LHX
+54.0%
+99.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.5% |
| 7D | -0.7% | -4.3% | +3.5% | +0.3% |
| 30D | -12.4% | -15.1% | +2.8% | -9.1% |
| 3M | -14.8% | -21.0% | +6.2% | -10.1% |
| 6M | +0.8% | -32.0% | +32.8% | +11.1% |
| YTD | +10.2% | -15.3% | +25.5% | +13.3% |
| 1Y | +37.4% | -11.1% | +48.5% | +39.0% |
| 3Y | +153.3% | +54.0% | +99.3% | +124.0% |
| All | +153.3% | +54.0% | +99.3% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling