+7,455.1%
LHX vs CAH
+14,391.1%
-6,936.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.4% |
| 7D | -4.8% | -5.1% | +0.3% | -3.6% |
| 30D | -12.7% | -1.8% | -11.0% | -12.4% |
| 3M | -17.6% | +9.4% | -27.0% | -19.5% |
| 6M | -30.7% | +9.2% | -40.0% | -32.3% |
| YTD | -14.3% | +15.7% | -30.0% | -17.7% |
| 1Y | -8.4% | +59.7% | -68.1% | -18.9% |
| 3Y | +56.7% | +178.5% | -121.8% | +20.0% |
| 5Y | +18.5% | +398.3% | -379.8% | -22.0% |
| 10Y | +229.6% | +295.7% | -66.1% | +117.6% |
| All | +7,455.1% | +14,391.1% | -6,936.0% | +2,473.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling