-69.3%
CPNG vs LHX
+45.2%
-114.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -1.1% | -4.3% | +3.1% | -0.4% |
| 30D | -7.4% | -15.1% | +7.8% | -4.7% |
| 3M | -12.3% | -21.0% | +8.6% | -8.8% |
| 6M | -19.4% | -32.0% | +12.5% | -14.2% |
| YTD | -35.9% | -15.3% | -20.6% | -34.0% |
| 1Y | -53.4% | -11.1% | -42.4% | -52.4% |
| 3Y | -20.0% | +54.0% | -74.0% | -25.0% |
| 5Y | -49.6% | +17.1% | -66.7% | -53.5% |
| All | -69.3% | +45.2% | -114.5% | -72.0% |
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 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