+22.1%
CTVA vs LHX
-4.2%
+26.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +4.9% | -2.0% | +6.9% | +5.1% |
| 30D | +11.9% | -9.9% | +21.9% | +12.9% |
| 3M | +13.7% | -16.5% | +30.1% | +15.5% |
| 6M | +13.1% | -29.6% | +42.7% | +18.2% |
| YTD | +32.0% | -11.6% | +43.5% | +34.8% |
| 1Y | +22.1% | -4.1% | +26.2% | +22.8% |
| All | +22.1% | -4.2% | +26.3% | +22.8% |
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