+94.1%
CRH vs LHX
+16.3%
+77.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.3% |
| 7D | -6.1% | -4.3% | -1.8% | -5.2% |
| 30D | -9.3% | -15.1% | +5.9% | -6.1% |
| 3M | -15.2% | -21.0% | +5.8% | -11.1% |
| 6M | -14.2% | -32.0% | +17.8% | -7.2% |
| YTD | -28.3% | -15.3% | -12.9% | -25.8% |
| 1Y | -21.8% | -11.1% | -10.7% | -19.9% |
| 3Y | +71.6% | +54.0% | +17.6% | +59.0% |
| All | +94.1% | +16.3% | +77.9% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling