+4,779.0%
CVX vs LHX
+7,852.8%
-3,073.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.7% | -4.8% | +5.5% | +2.0% |
| 30D | +9.1% | -12.7% | +21.9% | +13.0% |
| 3M | +13.1% | -17.6% | +30.7% | +18.4% |
| 6M | +16.3% | -30.7% | +47.0% | +27.0% |
| YTD | +43.5% | -14.3% | +57.8% | +47.8% |
| 1Y | +40.2% | -8.4% | +48.5% | +41.4% |
| 3Y | +44.2% | +56.7% | -12.4% | +25.4% |
| 5Y | +170.6% | +18.5% | +152.2% | +150.7% |
| 10Y | +220.3% | +229.6% | -9.2% | +132.0% |
| All | +4,779.0% | +7,852.8% | -3,073.8% | +2,076.3% |
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 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