+105.1%
CTVA vs LHX
+16.3%
+88.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -4.5% | -4.3% | -0.3% | -3.3% |
| 30D | +11.3% | -15.1% | +26.5% | +16.7% |
| 3M | +12.3% | -21.0% | +33.3% | +19.9% |
| 6M | +7.2% | -32.0% | +39.2% | +20.0% |
| YTD | +26.0% | -15.3% | +41.3% | +30.5% |
| 1Y | +16.0% | -11.1% | +27.1% | +17.6% |
| 3Y | +73.9% | +54.0% | +19.9% | +41.1% |
| All | +105.1% | +16.3% | +88.9% | +78.8% |
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 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