+7.1%
CRM vs LHX
-4.2%
+11.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | +1.3% | -2.0% | +3.2% | +1.2% |
| 30D | +34.3% | -9.9% | +44.3% | +33.9% |
| 3M | +37.7% | -16.5% | +54.2% | +36.8% |
| 6M | +34.9% | -29.6% | +64.5% | +32.4% |
| YTD | -1.6% | -11.6% | +9.9% | -3.0% |
| 1Y | +7.1% | -4.1% | +11.2% | +10.8% |
| All | +7.1% | -4.2% | +11.3% | +10.8% |
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