-9.3%
LHX vs CAG
-6.8%
-2.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.0% | -12.4% | -6.9% |
| 7D | -0.3% | +9.7% | -10.0% | -1.2% |
| 30D | +9.7% | +15.8% | -6.1% | +8.3% |
| 3M | -8.5% | +1.8% | -10.3% | -8.9% |
| 6M | -15.1% | +11.5% | -26.6% | -16.4% |
| YTD | -10.4% | -6.7% | -3.7% | -12.2% |
| 1Y | -9.3% | -5.6% | -3.7% | -11.5% |
| All | -9.3% | -6.8% | -2.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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