+1,325.8%
CRWD vs LHX
+49.5%
+1,276.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -3.0% | -4.3% | +1.3% | -1.7% |
| 30D | -6.8% | -15.1% | +8.4% | -2.0% |
| 3M | +19.6% | -21.0% | +40.6% | +28.0% |
| 6M | +87.1% | -32.0% | +119.1% | +109.5% |
| YTD | +76.4% | -15.3% | +91.7% | +83.1% |
| 1Y | +90.8% | -11.1% | +101.9% | +94.5% |
| 3Y | +380.0% | +54.0% | +326.0% | +296.8% |
| 5Y | +215.6% | +17.1% | +198.5% | +183.3% |
| All | +1,325.8% | +49.5% | +1,276.3% | +1,011.1% |
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 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