-9.3%
LHX vs CAH
+38.5%
-47.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.6% | -10.0% | -7.4% |
| 7D | -0.3% | +7.0% | -7.3% | -2.2% |
| 30D | +9.7% | +12.4% | -2.7% | +6.1% |
| 3M | -8.5% | +12.2% | -20.7% | -11.6% |
| 6M | -15.1% | +33.2% | -48.3% | -21.4% |
| YTD | -10.4% | +28.4% | -38.8% | -14.9% |
| 1Y | -9.3% | +35.0% | -44.3% | -14.4% |
| All | -9.3% | +38.5% | -47.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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