-8.6%
LHX vs CAKE
+135.2%
-143.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | -0.5% |
| 7D | -7.3% | -2.1% | -5.2% | -7.2% |
| 30D | +8.5% | +2.3% | +6.2% | +8.2% |
| 3M | -9.4% | +5.4% | -14.8% | -9.6% |
| 6M | -14.0% | +82.5% | -96.5% | -17.6% |
| YTD | -11.0% | +122.0% | -133.0% | -18.2% |
| 1Y | -8.6% | +133.9% | -142.5% | -15.9% |
| All | -8.6% | +135.2% | -143.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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