-16.6%
CRH vs LHX
-9.1%
-7.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +5.3% | -7.3% | +12.6% | +7.3% |
| 30D | +14.2% | +8.5% | +5.7% | +10.9% |
| 3M | -4.2% | -9.4% | +5.2% | -2.1% |
| 6M | -14.5% | -14.0% | -0.5% | -11.4% |
| YTD | -22.7% | -11.0% | -11.7% | -22.1% |
| 1Y | -16.6% | -8.6% | -7.9% | -17.3% |
| All | -16.6% | -9.1% | -7.4% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling