+19,339.2%
CMI vs LHX
+7,762.2%
+11,577.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.7% |
| 7D | -0.7% | -4.3% | +3.5% | +1.1% |
| 30D | -12.4% | -15.1% | +2.8% | -6.4% |
| 3M | -14.8% | -21.0% | +6.2% | -7.0% |
| 6M | +0.8% | -32.0% | +32.8% | +16.7% |
| YTD | +10.2% | -15.3% | +25.5% | +16.1% |
| 1Y | +37.4% | -11.1% | +48.5% | +41.5% |
| 3Y | +153.3% | +54.0% | +99.3% | +104.4% |
| 5Y | +167.6% | +17.1% | +150.5% | +135.9% |
| 10Y | +514.4% | +225.8% | +288.6% | +238.3% |
| All | +19,339.2% | +7,762.2% | +11,577.0% | +4,059.3% |
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