+1,864.0%
CVS vs LHX
+7,762.2%
-5,898.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | -5.2% | -21.0% | +15.8% | -0.7% |
| 6M | +26.9% | -32.0% | +58.9% | +37.0% |
| YTD | +22.1% | -15.3% | +37.4% | +25.5% |
| 1Y | +30.8% | -11.1% | +41.8% | +32.7% |
| 3Y | +54.4% | +54.0% | +0.4% | +38.5% |
| 5Y | +33.4% | +17.1% | +16.2% | +25.4% |
| 10Y | +40.8% | +225.8% | -185.0% | +7.4% |
| All | +1,864.0% | +7,762.2% | -5,898.2% | +772.0% |
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