-9.3%
LHX vs CAPR
+47.4%
-56.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.3% | -14.7% | -6.5% |
| 7D | -0.3% | +43.2% | -43.5% | -0.5% |
| 30D | +9.7% | +14.7% | -5.0% | +9.5% |
| 3M | -8.5% | +113.9% | -122.4% | -9.1% |
| 6M | -15.1% | -73.4% | +58.3% | -15.1% |
| YTD | -10.4% | -69.1% | +58.7% | -10.5% |
| 1Y | -9.3% | +47.2% | -56.5% | -10.7% |
| All | -9.3% | +47.4% | -56.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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