+18.7%
LHX vs CAKE
+157.8%
-139.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.2% |
| 7D | -4.3% | -4.5% | +0.3% | -4.0% |
| 30D | -15.1% | -12.4% | -2.7% | -14.5% |
| 3M | -21.0% | +37.3% | -58.3% | -22.5% |
| 6M | -32.0% | +70.7% | -102.7% | -34.3% |
| YTD | -15.3% | +106.0% | -121.3% | -19.3% |
| 1Y | -11.1% | +79.7% | -90.7% | -14.6% |
| 3Y | +54.0% | +267.8% | -213.8% | +41.1% |
| All | +18.7% | +157.8% | -139.1% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling