+216.7%
CTVA vs LHX
+49.1%
+167.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -4.5% | -4.3% | -0.3% | -2.8% |
| 30D | +11.3% | -15.1% | +26.5% | +19.1% |
| 3M | +12.3% | -21.0% | +33.3% | +23.0% |
| 6M | +7.2% | -32.0% | +39.2% | +25.0% |
| YTD | +26.0% | -15.3% | +41.3% | +32.4% |
| 1Y | +16.0% | -11.1% | +27.1% | +18.4% |
| 3Y | +73.9% | +54.0% | +19.9% | +32.7% |
| 5Y | +103.8% | +17.1% | +86.7% | +74.1% |
| All | +216.7% | +49.1% | +167.6% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling