+35.4%
CVS vs LHX
-4.7%
+40.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +4.0% | -2.4% | +6.4% | +4.1% |
| 30D | -2.4% | -10.4% | +8.0% | -1.8% |
| 3M | +2.7% | -16.9% | +19.5% | +3.8% |
| 6M | +21.9% | -29.9% | +51.8% | +23.7% |
| YTD | +24.7% | -12.0% | +36.7% | +28.0% |
| 1Y | +35.4% | -4.5% | +40.0% | +43.4% |
| All | +35.4% | -4.7% | +40.1% | +43.4% |
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