-4.5%
LHX vs CAH
+65.8%
-70.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -2.4% | +5.4% | -7.8% | -3.6% |
| 30D | -10.4% | +3.3% | -13.7% | -11.1% |
| 3M | -16.9% | +22.8% | -39.7% | -20.6% |
| 6M | -29.9% | +11.3% | -41.2% | -32.0% |
| YTD | -12.0% | +21.1% | -33.1% | -15.4% |
| 1Y | -4.5% | +67.2% | -71.8% | -11.7% |
| All | -4.5% | +65.8% | -70.4% | -11.7% |
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