+32.2%
CVS vs LHX
+16.3%
+16.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.4% |
| 7D | -2.2% | -4.3% | +2.1% | -1.3% |
| 30D | -0.1% | -15.1% | +15.1% | +3.2% |
| 3M | -5.2% | -21.0% | +15.8% | -1.0% |
| 6M | +26.9% | -32.0% | +58.9% | +36.6% |
| YTD | +22.1% | -15.3% | +37.4% | +25.0% |
| 1Y | +30.8% | -11.1% | +41.8% | +32.0% |
| 3Y | +54.4% | +54.0% | +0.4% | +34.8% |
| All | +32.2% | +16.3% | +16.0% | +21.3% |
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