+8.9%
CRCL vs LHX
+3.1%
+5.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -11.2% | -4.3% | -7.0% | -10.7% |
| 30D | +27.1% | -15.1% | +42.2% | +29.5% |
| 3M | +9.6% | -21.0% | +30.6% | +14.1% |
| 6M | -19.7% | -32.0% | +12.3% | -11.5% |
| YTD | +14.2% | -15.3% | +29.6% | +9.4% |
| 1Y | -32.2% | -11.1% | -21.2% | -39.5% |
| All | +8.9% | +3.1% | +5.8% | -15.0% |
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