-32.0%
LHX vs CAKE
+66.6%
-98.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -14.6% |
| 3M | -21.0% | +37.3% | -58.3% | -22.4% |
| 6M | -32.0% | +70.7% | -102.7% | -35.5% |
| All | -32.0% | +66.6% | -98.6% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling