+222.0%
LHX vs CAH
+294.8%
-72.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -4.3% | -5.1% | +0.8% | -3.0% |
| 30D | -15.1% | +0.2% | -15.3% | -15.2% |
| 3M | -21.0% | +6.3% | -27.3% | -22.2% |
| 6M | -32.0% | +9.4% | -41.4% | -33.6% |
| YTD | -15.3% | +15.0% | -30.3% | -18.6% |
| 1Y | -11.1% | +55.4% | -66.5% | -20.9% |
| 3Y | +54.0% | +173.8% | -119.8% | +17.5% |
| 5Y | +17.1% | +395.2% | -378.1% | -24.1% |
| All | +222.0% | +294.8% | -72.8% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling