+218.9%
CTVA vs LHX
+50.8%
+168.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -4.7% | -4.8% | +0.1% | -2.7% |
| 30D | +11.1% | -12.7% | +23.8% | +17.4% |
| 3M | +13.7% | -17.6% | +31.3% | +22.3% |
| 6M | +11.2% | -30.7% | +41.9% | +28.7% |
| YTD | +26.9% | -14.3% | +41.2% | +32.7% |
| 1Y | +18.8% | -8.4% | +27.2% | +19.7% |
| 3Y | +75.9% | +56.7% | +19.3% | +33.3% |
| 5Y | +105.2% | +18.5% | +86.8% | +74.5% |
| All | +218.9% | +50.8% | +168.2% | +140.1% |
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