+48.2%
CVX vs LHX
+54.0%
-5.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.8% |
| 7D | +2.6% | -4.3% | +6.9% | +3.5% |
| 30D | +9.8% | -15.1% | +25.0% | +13.5% |
| 3M | +16.2% | -21.0% | +37.2% | +21.7% |
| 6M | +13.6% | -32.0% | +45.6% | +23.3% |
| YTD | +44.4% | -15.3% | +59.7% | +45.8% |
| 1Y | +40.6% | -11.1% | +51.6% | +39.1% |
| 3Y | +48.2% | +54.0% | -5.8% | +16.9% |
| All | +48.2% | +54.0% | -5.8% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling