+7,083.4%
LHX vs CAKE
+3,831.8%
+3,251.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.4% |
| 7D | -4.3% | -4.5% | +0.3% | -3.5% |
| 30D | -15.1% | -12.4% | -2.7% | -13.3% |
| 3M | -21.0% | +37.3% | -58.3% | -25.6% |
| 6M | -32.0% | +70.7% | -102.7% | -38.6% |
| YTD | -15.3% | +106.0% | -121.3% | -26.2% |
| 1Y | -11.1% | +79.7% | -90.7% | -20.8% |
| 3Y | +54.0% | +267.8% | -213.8% | +18.0% |
| 5Y | +17.1% | +159.9% | -142.8% | -8.0% |
| 10Y | +225.8% | +154.3% | +71.4% | +131.4% |
| All | +7,083.4% | +3,831.8% | +3,251.5% | +3,178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling