+95.2%
CNC vs LHX
+227.8%
-132.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -0.9% | -4.3% | +3.3% | +0.5% |
| 30D | -1.0% | -15.1% | +14.2% | +4.5% |
| 3M | +4.5% | -21.0% | +25.5% | +12.4% |
| 6M | +85.2% | -32.0% | +117.2% | +109.3% |
| YTD | +61.4% | -15.3% | +76.7% | +69.1% |
| 1Y | +94.9% | -11.1% | +105.9% | +99.9% |
| 3Y | 0.0% | +54.0% | -54.0% | -17.6% |
| 5Y | +11.2% | +17.1% | -5.9% | -0.9% |
| All | +95.2% | +227.8% | -132.6% | +55.0% |
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 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