+47.0%
CVX vs LHX
-8.3%
+55.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | -3.1% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | +5.1% | +9.7% | -4.6% | +4.6% |
| 3M | +14.9% | -8.5% | +23.5% | +15.3% |
| 6M | +14.9% | -15.1% | +30.0% | +15.5% |
| YTD | +46.3% | -10.4% | +56.8% | +40.2% |
| 1Y | +47.0% | -9.3% | +56.3% | +40.2% |
| All | +47.0% | -8.3% | +55.3% | +40.2% |
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