-14.6%
CRH vs LHX
-4.2%
-10.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.9% |
| 7D | -1.7% | -2.0% | +0.3% | -1.1% |
| 30D | -5.4% | -9.9% | +4.6% | -2.5% |
| 3M | -11.2% | -16.5% | +5.3% | -6.3% |
| 6M | -15.8% | -29.6% | +13.8% | -5.7% |
| YTD | -23.6% | -11.6% | -12.1% | -22.0% |
| 1Y | -14.6% | -4.1% | -10.5% | -18.1% |
| All | -14.6% | -4.2% | -10.4% | -18.1% |
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