+7,517.2%
LHX vs CAG
+588.0%
+6,929.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -3.7% | -6.6% | +2.9% | -2.3% |
| 30D | -13.2% | +2.3% | -15.5% | -13.6% |
| 3M | -18.4% | +16.3% | -34.7% | -21.2% |
| 6M | -32.0% | -16.0% | -15.9% | -29.8% |
| YTD | -13.6% | -7.7% | -5.9% | -12.9% |
| 1Y | -6.0% | -16.0% | +10.1% | -3.5% |
| 3Y | +57.9% | -37.7% | +95.7% | +71.5% |
| 5Y | +19.2% | -41.2% | +60.4% | +30.5% |
| 10Y | +232.3% | -33.8% | +266.1% | +242.2% |
| All | +7,517.2% | +588.0% | +6,929.2% | +4,419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling